+20.7%
XLK vs TTD
-72.7%
+93.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.1% |
| 7D | -7.6% | +3.7% | -11.3% | -7.7% |
| 30D | -12.2% | +10.4% | -22.6% | -12.5% |
| 3M | -5.5% | -31.6% | +26.1% | -3.6% |
| 6M | +9.2% | -45.1% | +54.3% | +13.8% |
| YTD | +23.0% | -65.1% | +88.2% | +36.0% |
| 1Y | +20.7% | -72.0% | +92.7% | +41.0% |
| All | +20.7% | -72.7% | +93.4% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling