+10.8%
HD vs TTD
-81.6%
+92.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.4% |
| 7D | -2.1% | +6.3% | -8.4% | -2.7% |
| 30D | -8.4% | -23.9% | +15.5% | -6.2% |
| 3M | +4.3% | -31.4% | +35.7% | +8.0% |
| 6M | -11.1% | -42.7% | +31.5% | -6.9% |
| YTD | -4.7% | -62.0% | +57.3% | +4.5% |
| 1Y | -19.8% | -72.2% | +52.4% | -9.1% |
| 3Y | +4.1% | -81.9% | +86.0% | +16.6% |
| All | +10.8% | -81.6% | +92.4% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling