-80.6%
TTD vs HAL
+101.7%
-182.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | +1.7% | +0.5% | +1.3% | +1.7% |
| 30D | +1.6% | +15.9% | -14.3% | -2.2% |
| 3M | -27.8% | -8.7% | -19.1% | -26.4% |
| 6M | -52.1% | +9.0% | -61.2% | -53.7% |
| YTD | -63.1% | +32.0% | -95.1% | -66.3% |
| 1Y | -73.1% | +72.5% | -145.5% | -77.3% |
| 3Y | -83.3% | -4.5% | -78.7% | -84.2% |
| 5Y | -80.6% | +109.7% | -190.3% | -83.9% |
| All | -80.6% | +101.7% | -182.3% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling