+6.1%
HD vs TTD
-83.5%
+89.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.5% |
| 7D | -0.5% | +20.8% | -21.2% | -2.7% |
| 30D | +18.5% | +27.1% | -8.6% | +15.1% |
| 3M | +2.2% | +14.7% | -12.5% | +0.2% |
| 6M | +13.8% | -26.8% | +40.7% | +16.6% |
| YTD | +3.4% | -59.2% | +62.7% | +12.7% |
| 1Y | -3.5% | -64.7% | +61.2% | +7.0% |
| 3Y | +29.0% | -75.8% | +104.8% | +39.2% |
| 5Y | +6.1% | -84.6% | +90.7% | +12.1% |
| All | +6.1% | -83.5% | +89.6% | +12.1% |
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 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