+362.8%
HPE vs TTD
-80.8%
+443.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.3% |
| 7D | +13.6% | -4.6% | +18.2% | +14.3% |
| 30D | +7.7% | +3.7% | +4.1% | +7.1% |
| 3M | +22.4% | -30.2% | +52.6% | +27.2% |
| 6M | +172.6% | -51.4% | +224.0% | +196.0% |
| YTD | +147.5% | -63.4% | +211.0% | +179.1% |
| 1Y | +151.8% | -73.5% | +225.3% | +196.7% |
| 3Y | +267.1% | -83.5% | +350.5% | +333.9% |
| 5Y | +362.8% | -80.9% | +443.7% | +412.2% |
| All | +362.8% | -80.8% | +443.5% | +412.2% |
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