-75.7%
TTD vs HAS
+215.8%
-291.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +3.0% |
| 7D | +19.9% | +3.3% | +16.6% | +18.5% |
| 30D | +27.6% | +30.5% | -2.9% | +14.7% |
| 3M | +15.2% | +29.9% | -14.7% | +3.7% |
| 6M | -33.2% | +26.5% | -59.7% | -39.6% |
| YTD | -59.4% | +51.9% | -111.3% | -66.8% |
| 1Y | -64.4% | +60.9% | -125.3% | -71.7% |
| All | -75.7% | +215.8% | -291.5% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling