+148.7%
XLK vs TTD
-80.2%
+228.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.9% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -0.6% | +6.3% | -6.9% | -1.9% |
| 3M | +2.6% | -24.1% | +26.7% | +6.4% |
| 6M | +34.0% | -47.4% | +81.4% | +47.5% |
| YTD | +30.7% | -62.2% | +92.9% | +52.2% |
| 1Y | +39.2% | -68.3% | +107.5% | +67.2% |
| 3Y | +120.4% | -83.4% | +203.9% | +174.2% |
| All | +148.7% | -80.2% | +228.9% | +176.0% |
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 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