+122.7%
HOOD vs TTD
-84.3%
+207.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.6% | -4.8% |
| 7D | -3.8% | +21.3% | -25.0% | -11.6% |
| 30D | -23.0% | +28.7% | -51.7% | -31.0% |
| 3M | -21.6% | +7.7% | -29.3% | -24.7% |
| 6M | +1.4% | -23.5% | +24.9% | +8.6% |
| YTD | -31.2% | -58.7% | +27.5% | -5.7% |
| 1Y | -35.9% | -63.4% | +27.5% | -7.3% |
| 3Y | +836.9% | -75.3% | +912.2% | +1,212.0% |
| All | +122.7% | -84.3% | +207.0% | +269.9% |
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