+240.4%
HL vs TTD
+398.8%
-158.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.5% |
| 7D | -4.4% | -0.6% | -3.7% | -4.3% |
| 30D | +9.3% | +6.3% | +3.0% | +8.4% |
| 3M | +32.0% | -24.1% | +56.1% | +35.2% |
| 6M | -6.4% | -47.4% | +41.0% | -0.6% |
| YTD | +3.1% | -62.2% | +65.4% | +13.7% |
| 1Y | +77.6% | -68.3% | +145.9% | +99.4% |
| 3Y | +392.8% | -83.4% | +476.3% | +468.1% |
| 5Y | +234.1% | -80.3% | +314.4% | +253.5% |
| All | +240.4% | +398.8% | -158.3% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling