+133.9%
HL vs TTD
-73.2%
+207.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -2.9% |
| 7D | +1.5% | +6.3% | -4.9% | +2.1% |
| 30D | +25.1% | -23.9% | +48.9% | +22.4% |
| 3M | +22.9% | -31.4% | +54.3% | +19.1% |
| 6M | -4.9% | -42.7% | +37.8% | -8.2% |
| YTD | +7.8% | -62.0% | +69.8% | +4.4% |
| 1Y | +133.9% | -72.2% | +206.1% | +112.0% |
| All | +133.9% | -73.2% | +207.1% | +112.0% |
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