+508.5%
TTD vs HAL
-13.9%
+522.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.8% | +0.5% |
| 7D | +21.3% | +6.1% | +15.2% | +19.2% |
| 30D | +28.7% | +2.9% | +25.8% | +27.3% |
| 3M | +7.7% | +3.3% | +4.4% | +6.2% |
| 6M | -23.5% | -16.9% | -6.6% | -20.0% |
| YTD | -58.7% | +21.2% | -79.9% | -61.9% |
| 1Y | -63.4% | +27.5% | -91.0% | -66.8% |
| 3Y | -75.3% | -6.4% | -68.9% | -76.1% |
| 5Y | -84.4% | +58.0% | -142.4% | -87.8% |
| All | +508.5% | -13.9% | +522.4% | +384.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling