+77.6%
HL vs TTD
-69.0%
+146.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.0% |
| 7D | -4.4% | -0.6% | -3.7% | -4.4% |
| 30D | +9.3% | +6.3% | +3.0% | +9.8% |
| 3M | +32.0% | -24.1% | +56.1% | +30.0% |
| 6M | -6.4% | -47.4% | +41.0% | -8.7% |
| YTD | +3.1% | -62.2% | +65.4% | +6.1% |
| 1Y | +77.6% | -68.3% | +145.9% | +65.5% |
| All | +77.6% | -69.0% | +146.6% | +65.5% |
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