+129.2%
HPE vs TTD
-73.2%
+202.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -4.3% |
| 7D | -0.6% | +6.3% | -6.9% | -0.8% |
| 30D | -2.3% | -23.9% | +21.6% | -1.1% |
| 3M | -2.9% | -31.4% | +28.5% | -0.6% |
| 6M | +143.6% | -42.7% | +186.2% | +151.4% |
| YTD | +118.5% | -62.0% | +180.5% | +144.2% |
| 1Y | +129.2% | -72.2% | +201.4% | +165.4% |
| All | +129.2% | -73.2% | +202.4% | +165.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling