+25.9%
HD vs TTD
-83.7%
+109.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -1.9% |
| 7D | +4.3% | +5.2% | -0.9% | +4.0% |
| 30D | +20.2% | +6.9% | +13.2% | +19.7% |
| 3M | -1.0% | -26.8% | +25.8% | +0.4% |
| 6M | +7.9% | -46.1% | +54.1% | +11.1% |
| YTD | +2.0% | -65.9% | +67.9% | +7.8% |
| 1Y | -4.3% | -71.8% | +67.5% | +2.4% |
| 3Y | +25.9% | -83.3% | +109.2% | +31.9% |
| All | +25.9% | -83.7% | +109.6% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling