+364.1%
TTD vs HBM
+626.5%
-262.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.5% | +8.2% | +2.5% |
| 7D | -7.4% | -3.7% | -3.7% | -6.7% |
| 30D | +3.0% | -3.7% | +6.7% | +3.3% |
| 3M | -27.6% | +8.0% | -35.6% | -30.7% |
| 6M | -49.5% | +15.8% | -65.3% | -53.6% |
| YTD | -63.2% | +34.4% | -97.6% | -68.3% |
| 1Y | -69.7% | +98.2% | -167.9% | -77.1% |
| 3Y | -83.3% | +476.6% | -559.9% | -91.3% |
| 5Y | -80.8% | +331.1% | -411.9% | -89.6% |
| All | +364.1% | +626.5% | -262.4% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling