-84.6%
TTD vs HAS
+49.5%
-134.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.1% | -2.0% |
| 7D | +20.8% | +1.6% | +19.1% | +19.8% |
| 30D | +27.1% | +26.6% | +0.5% | +10.6% |
| 3M | +14.7% | +29.0% | -14.3% | -1.4% |
| 6M | -26.8% | +30.6% | -57.4% | -38.4% |
| YTD | -59.2% | +51.5% | -110.8% | -69.5% |
| 1Y | -64.7% | +58.5% | -123.1% | -74.5% |
| 3Y | -75.8% | +214.1% | -289.9% | -90.2% |
| 5Y | -84.6% | +50.2% | -134.8% | -86.5% |
| All | -84.6% | +49.5% | -134.1% | -86.5% |
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