+249.7%
HD vs TTD
+436.3%
-186.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.1% |
| 7D | +5.2% | +19.9% | -14.7% | +2.9% |
| 30D | +20.7% | +27.6% | -6.9% | +17.1% |
| 3M | +0.8% | +15.2% | -14.4% | -1.2% |
| 6M | +12.2% | -33.2% | +45.4% | +16.3% |
| YTD | +4.2% | -59.4% | +63.6% | +13.7% |
| 1Y | -2.6% | -64.4% | +61.8% | +8.0% |
| 3Y | +30.0% | -75.9% | +105.9% | +42.8% |
| 5Y | +8.1% | -82.6% | +90.7% | +16.7% |
| 10Y | +247.2% | +558.1% | -311.0% | +157.3% |
| All | +249.7% | +436.3% | -186.7% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling