-72.2%
TTD vs HBM
+123.0%
-195.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.4% | -4.5% |
| 7D | +6.3% | -6.4% | +12.7% | +5.5% |
| 30D | -23.9% | +5.9% | -29.8% | -23.2% |
| 3M | -31.4% | -8.9% | -22.5% | -31.3% |
| 6M | -42.7% | +10.7% | -53.3% | -41.1% |
| YTD | -62.0% | +38.3% | -100.3% | -61.4% |
| 1Y | -72.2% | +121.3% | -193.5% | -72.7% |
| All | -72.2% | +123.0% | -195.2% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling