+249.2%
HPE vs TTD
-83.4%
+332.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.8% | +10.6% | +8.2% |
| 7D | +10.1% | +1.7% | +8.4% | +9.9% |
| 30D | +5.3% | +1.6% | +3.7% | +4.9% |
| 3M | +12.7% | -27.8% | +40.5% | +17.0% |
| 6M | +167.7% | -52.1% | +219.8% | +195.6% |
| YTD | +135.5% | -63.1% | +198.5% | +171.7% |
| 1Y | +143.4% | -73.1% | +216.4% | +196.4% |
| 3Y | +249.2% | -83.3% | +332.5% | +316.3% |
| All | +249.2% | -83.4% | +332.5% | +316.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling