+770.2%
XLK vs TTD
+401.9%
+368.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.5% |
| 7D | +0.9% | +6.3% | -5.5% | -0.3% |
| 30D | +0.7% | -23.9% | +24.6% | +4.8% |
| 3M | -2.9% | -31.4% | +28.5% | +2.4% |
| 6M | +34.3% | -42.7% | +76.9% | +44.5% |
| YTD | +30.4% | -62.0% | +92.4% | +50.7% |
| 1Y | +43.4% | -72.2% | +115.6% | +74.4% |
| 3Y | +116.8% | -81.9% | +198.8% | +165.1% |
| 5Y | +144.0% | -81.5% | +225.6% | +175.0% |
| All | +770.2% | +401.9% | +368.3% | +548.7% |
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