-73.5%
TTD vs HAL
+72.7%
-146.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | -4.6% | -1.3% | -3.3% | -4.6% |
| 30D | +3.7% | +10.9% | -7.2% | +3.9% |
| 3M | -30.2% | -5.8% | -24.4% | -29.7% |
| 6M | -51.4% | +8.1% | -59.5% | -51.3% |
| YTD | -63.4% | +33.2% | -96.6% | -64.8% |
| 1Y | -73.5% | +74.2% | -147.7% | -74.1% |
| All | -73.5% | +72.7% | -146.3% | -74.1% |
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