+417.4%
HL vs TTD
-83.4%
+500.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -0.9% |
| 7D | +7.1% | +1.7% | +5.3% | +7.0% |
| 30D | +21.4% | +1.6% | +19.9% | +21.3% |
| 3M | +37.4% | -27.8% | +65.3% | +39.8% |
| 6M | +0.4% | -52.1% | +52.5% | +5.3% |
| YTD | +6.7% | -63.1% | +69.8% | +15.0% |
| 1Y | +102.4% | -73.1% | +175.4% | +124.4% |
| 3Y | +417.4% | -83.3% | +500.7% | +404.0% |
| All | +417.4% | -83.4% | +500.8% | +404.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling