+142.9%
HOOD vs TTD
-81.0%
+224.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +2.5% |
| 7D | -3.2% | +20.8% | -24.0% | -10.7% |
| 30D | -22.6% | +33.8% | -56.4% | -31.6% |
| 3M | -10.4% | +17.8% | -28.2% | -16.9% |
| 6M | +4.7% | -25.7% | +30.4% | +13.5% |
| YTD | -25.2% | -57.9% | +32.7% | +1.0% |
| 1Y | -35.9% | -63.8% | +28.0% | -7.4% |
| 3Y | +927.7% | -75.0% | +1,002.7% | +1,340.1% |
| 5Y | +147.5% | -82.5% | +230.1% | +253.2% |
| All | +142.9% | -81.0% | +224.0% | +276.2% |
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