+25.0%
HL vs TTD
-72.7%
+97.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.9% | +10.3% | +13.3% |
| 7D | +0.2% | +3.7% | -3.5% | +0.4% |
| 30D | -12.1% | +10.4% | -22.5% | -11.4% |
| 3M | -2.8% | -31.6% | +28.8% | -5.3% |
| 6M | -14.9% | -45.1% | +30.2% | -18.2% |
| YTD | -22.0% | -65.1% | +43.1% | -17.4% |
| 1Y | +25.0% | -72.0% | +97.0% | +41.1% |
| All | +25.0% | -72.7% | +97.7% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling