+111.4%
XLK vs TTD
-84.3%
+195.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.3% |
| 7D | +3.4% | +21.3% | -17.9% | -0.4% |
| 30D | -10.6% | +28.7% | -39.3% | -14.8% |
| 3M | -10.6% | +7.7% | -18.3% | -12.3% |
| 6M | -3.5% | -23.5% | +20.0% | -0.6% |
| YTD | +18.7% | -58.7% | +77.4% | +36.5% |
| 1Y | +19.4% | -63.4% | +82.9% | +40.7% |
| 3Y | +94.5% | -75.3% | +169.7% | +124.2% |
| All | +111.4% | -84.3% | +195.7% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling