+140.5%
XBI vs TTD
+387.7%
-247.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.6% |
| 7D | -0.9% | +1.7% | -2.6% | -1.3% |
| 30D | +2.9% | +1.6% | +1.3% | +2.3% |
| 3M | +26.2% | -27.8% | +54.1% | +32.6% |
| 6M | +30.7% | -52.1% | +82.8% | +47.5% |
| YTD | +32.9% | -63.1% | +96.0% | +56.8% |
| 1Y | +72.3% | -73.1% | +145.3% | +115.6% |
| 3Y | +107.2% | -83.3% | +190.5% | +161.1% |
| 5Y | +23.2% | -80.6% | +103.8% | +38.0% |
| All | +140.5% | +387.7% | -247.2% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TTD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling