-83.3%
TTD vs HBM
+522.1%
-605.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.8% | -8.6% | -3.5% |
| 7D | +1.7% | +7.4% | -5.6% | +0.9% |
| 30D | +1.6% | +5.1% | -3.5% | +0.8% |
| 3M | -27.8% | +11.1% | -39.0% | -29.4% |
| 6M | -52.1% | +30.2% | -82.3% | -55.1% |
| YTD | -63.1% | +46.2% | -109.3% | -67.2% |
| 1Y | -73.1% | +120.0% | -193.1% | -79.0% |
| 3Y | -83.3% | +527.4% | -610.7% | -91.7% |
| All | -83.3% | +522.1% | -605.3% | -91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling