+414.0%
TTD vs HBM
+489.4%
-75.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.8% |
| 7D | +20.8% | +5.1% | +15.7% | +19.5% |
| 30D | +27.1% | -15.8% | +42.9% | +32.3% |
| 3M | +14.7% | -22.4% | +37.1% | +20.7% |
| 6M | -26.8% | -20.2% | -6.6% | -25.5% |
| YTD | -59.2% | +9.0% | -68.3% | -63.3% |
| 1Y | -64.7% | +27.4% | -92.0% | -69.7% |
| 3Y | -75.8% | +424.2% | -500.1% | -87.2% |
| 5Y | -84.6% | +196.1% | -280.7% | -90.9% |
| 10Y | +507.9% | +285.4% | +222.4% | +194.3% |
| All | +414.0% | +489.4% | -75.4% | +169.9% |
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