-72.0%
TTD vs HAL
+25.6%
-97.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.0% | +2.7% |
| 7D | +3.7% | -7.7% | +11.4% | +3.2% |
| 30D | +10.4% | +0.7% | +9.8% | +10.3% |
| 3M | -31.6% | +2.5% | -34.0% | -31.4% |
| 6M | -45.1% | -20.7% | -24.4% | -45.1% |
| YTD | -65.1% | +18.4% | -83.5% | -67.6% |
| 1Y | -72.0% | +25.6% | -97.6% | -74.8% |
| All | -72.0% | +25.6% | -97.6% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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