+31.7%
HD vs TTD
-75.1%
+106.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.2% |
| 7D | -1.2% | +20.8% | -21.9% | -2.5% |
| 30D | +20.9% | +33.8% | -13.0% | +18.5% |
| 3M | -0.2% | +17.8% | -18.0% | -1.5% |
| 6M | +14.5% | -25.7% | +40.2% | +15.5% |
| YTD | +4.3% | -57.9% | +62.2% | +8.9% |
| 1Y | -3.5% | -63.8% | +60.4% | +1.9% |
| All | +31.7% | -75.1% | +106.8% | +28.1% |
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