+329.6%
TTD vs HAS
+114.5%
+215.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | -26.8% | +30.7% | -57.5% | -36.0% |
| 6M | -46.1% | +23.9% | -70.1% | -52.0% |
| YTD | -65.9% | +48.3% | -114.3% | -72.6% |
| 1Y | -71.8% | +60.2% | -132.1% | -78.3% |
| 3Y | -83.3% | +189.2% | -272.5% | -90.8% |
| 5Y | -81.1% | +50.4% | -131.6% | -85.5% |
| 10Y | +441.7% | +104.2% | +337.5% | +276.3% |
| All | +329.6% | +114.5% | +215.1% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling