+379.4%
TTD vs HBM
+647.6%
-268.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.4% | -4.1% |
| 7D | +6.3% | -6.4% | +12.7% | +8.0% |
| 30D | -23.9% | +5.9% | -29.8% | -25.7% |
| 3M | -31.4% | -8.9% | -22.5% | -31.3% |
| 6M | -42.7% | +10.7% | -53.3% | -46.8% |
| YTD | -62.0% | +38.3% | -100.3% | -67.5% |
| 1Y | -72.2% | +121.3% | -193.5% | -79.6% |
| 3Y | -81.9% | +450.6% | -532.5% | -90.5% |
| 5Y | -81.5% | +338.0% | -419.5% | -90.0% |
| All | +379.4% | +647.6% | -268.2% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling