+130.6%
HPE vs TTD
-72.9%
+203.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.9% | -6.3% |
| 7D | +1.4% | -7.4% | +8.9% | +1.9% |
| 30D | +1.5% | +3.0% | -1.5% | +1.5% |
| 3M | +21.7% | -27.6% | +49.3% | +24.0% |
| 6M | +164.2% | -49.5% | +213.7% | +181.4% |
| YTD | +132.1% | -63.2% | +195.2% | +170.0% |
| 1Y | +130.6% | -69.7% | +200.4% | +195.9% |
| All | +130.6% | -72.9% | +203.5% | +195.9% |
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 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