+113.0%
HOOD vs TTD
-84.7%
+197.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.8% |
| 7D | -4.8% | +5.2% | -10.0% | -6.7% |
| 30D | -26.1% | +6.9% | -33.1% | -28.2% |
| 3M | -10.8% | -26.8% | +16.0% | -0.9% |
| 6M | +2.4% | -46.1% | +48.5% | +27.2% |
| YTD | -28.5% | -65.9% | +37.5% | +6.2% |
| 1Y | -36.3% | -71.8% | +35.5% | +2.7% |
| 3Y | +743.7% | -83.3% | +827.0% | +1,298.7% |
| All | +113.0% | -84.7% | +197.7% | +228.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling