+255.9%
HL vs TTD
+401.9%
-146.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -2.0% |
| 7D | +1.5% | +6.3% | -4.9% | +0.8% |
| 30D | +25.1% | -23.9% | +48.9% | +28.3% |
| 3M | +22.9% | -31.4% | +54.3% | +27.4% |
| 6M | -4.9% | -42.7% | +37.8% | -0.3% |
| YTD | +7.8% | -62.0% | +69.8% | +18.8% |
| 1Y | +133.9% | -72.2% | +206.1% | +166.6% |
| 3Y | +380.9% | -81.9% | +462.8% | +448.1% |
| 5Y | +230.2% | -81.5% | +311.8% | +252.3% |
| All | +255.9% | +401.9% | -146.0% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling