+379.4%
TTD vs HAL
+7.9%
+371.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.2% |
| 7D | +6.3% | +2.9% | +3.4% | +5.5% |
| 30D | -23.9% | +17.0% | -40.9% | -27.4% |
| 3M | -31.4% | -9.7% | -21.7% | -29.7% |
| 6M | -42.7% | +8.6% | -51.3% | -44.8% |
| YTD | -62.0% | +33.0% | -95.0% | -65.7% |
| 1Y | -72.2% | +68.3% | -140.5% | -76.9% |
| 3Y | -81.9% | +0.1% | -82.1% | -82.9% |
| 5Y | -81.5% | +102.6% | -184.2% | -86.7% |
| All | +379.4% | +7.9% | +371.5% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling