+245.3%
HD vs TT
+748.9%
-503.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -1.2% | +3.5% | -4.7% | -2.7% |
| 30D | +20.9% | -11.0% | +31.9% | +26.6% |
| 3M | -0.2% | -12.0% | +11.8% | +4.9% |
| 6M | +14.5% | -10.4% | +24.9% | +18.7% |
| YTD | +4.3% | +9.9% | -5.6% | -2.6% |
| 1Y | -3.5% | +1.5% | -4.9% | -6.5% |
| 3Y | +30.1% | +93.7% | -63.6% | -12.2% |
| 5Y | +8.5% | +139.2% | -130.8% | -36.3% |
| 10Y | +245.3% | +741.5% | -496.2% | +12.8% |
| All | +245.3% | +748.9% | -503.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling