-80.8%
TTD vs HAS
+13.4%
-94.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.1% |
| 7D | +6.3% | -1.8% | +8.1% | +7.5% |
| 30D | -23.9% | +2.3% | -26.2% | -25.2% |
| 3M | -31.4% | +10.4% | -41.7% | -35.9% |
| 6M | -42.7% | -3.2% | -39.4% | -43.0% |
| YTD | -62.0% | +15.4% | -77.4% | -66.6% |
| 1Y | -72.2% | +18.8% | -91.0% | -76.2% |
| 3Y | -81.9% | +43.9% | -125.9% | -86.9% |
| All | -80.8% | +13.4% | -94.2% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling