-11.6%
HL vs TTD
-64.0%
+52.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -1.8% |
| 7D | -11.1% | +21.3% | -32.4% | -10.8% |
| 30D | -12.1% | +28.7% | -40.8% | -11.4% |
| 3M | -26.1% | +7.7% | -33.8% | -26.4% |
| 6M | -37.7% | -23.5% | -14.3% | -39.0% |
| YTD | -31.7% | -58.7% | +27.0% | -22.7% |
| 1Y | -11.6% | -63.4% | +51.8% | +1.7% |
| All | -11.6% | -64.0% | +52.3% | +1.7% |
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