-3.5%
XLK vs TTD
-25.0%
+21.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.1% |
| 7D | +3.4% | +21.3% | -17.9% | +2.7% |
| 30D | -10.6% | +28.7% | -39.3% | -10.9% |
| 3M | -10.6% | +7.7% | -18.3% | -11.3% |
| 6M | -3.5% | -23.5% | +20.0% | -3.8% |
| All | -3.5% | -25.0% | +21.5% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling