-85.1%
TTD vs HBM
+194.0%
-279.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +21.3% | +2.2% | +19.0% | +20.8% |
| 30D | +28.7% | -11.8% | +40.5% | +32.3% |
| 3M | +7.7% | -19.2% | +26.9% | +12.0% |
| 6M | -23.5% | -22.9% | -0.6% | -21.5% |
| YTD | -58.7% | +7.8% | -66.5% | -63.3% |
| 1Y | -63.4% | +34.9% | -98.3% | -70.1% |
| 3Y | -75.3% | +422.2% | -497.5% | -89.1% |
| All | -85.1% | +194.0% | -279.2% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling