-83.3%
TTD vs HAL
-4.2%
-79.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | +1.7% | +0.5% | +1.3% | +1.6% |
| 30D | +1.6% | +15.9% | -14.3% | -2.3% |
| 3M | -27.8% | -8.7% | -19.1% | -26.1% |
| 6M | -52.1% | +9.0% | -61.2% | -53.9% |
| YTD | -63.1% | +32.0% | -95.1% | -66.9% |
| 1Y | -73.1% | +72.5% | -145.5% | -78.3% |
| 3Y | -83.3% | -4.5% | -78.7% | -85.7% |
| All | -83.3% | -4.2% | -79.1% | -85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling