-80.6%
TTD vs HAL
-10.0%
-70.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.1% | +15.3% | +15.4% |
| 7D | +19.0% | -7.9% | +26.9% | +21.3% |
| 30D | +23.6% | -2.1% | +25.7% | +23.8% |
| 3M | +8.2% | +0.4% | +7.8% | +7.4% |
| 6M | -35.3% | -19.2% | -16.1% | -32.1% |
| YTD | -60.7% | +14.4% | -75.0% | -63.8% |
| 1Y | -65.3% | +18.0% | -83.3% | -68.4% |
| 3Y | -80.6% | -9.7% | -70.9% | -83.1% |
| All | -80.6% | -10.0% | -70.5% | -83.1% |
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 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