+464.6%
TTD vs HAS
+101.4%
+363.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.2% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | +6.9% | +31.0% | -24.1% | -6.3% |
| 3M | -26.8% | +30.7% | -57.5% | -36.1% |
| 6M | -46.1% | +23.9% | -70.1% | -52.1% |
| YTD | -65.9% | +48.3% | -114.3% | -72.7% |
| 1Y | -71.8% | +60.2% | -132.1% | -78.4% |
| 3Y | -83.3% | +189.2% | -272.5% | -90.8% |
| 5Y | -81.1% | +50.4% | -131.6% | -85.5% |
| All | +464.6% | +101.4% | +363.3% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling