+5.8%
HD vs TTD
-84.7%
+90.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -2.0% |
| 7D | +4.3% | +5.2% | -0.9% | +3.7% |
| 30D | +20.2% | +6.9% | +13.2% | +19.2% |
| 3M | -1.0% | -26.8% | +25.8% | +1.9% |
| 6M | +7.9% | -46.1% | +54.1% | +14.6% |
| YTD | +2.0% | -65.9% | +67.9% | +13.5% |
| 1Y | -4.3% | -71.8% | +67.5% | +9.0% |
| 3Y | +25.9% | -83.3% | +109.2% | +42.7% |
| All | +5.8% | -84.7% | +90.4% | +12.2% |
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