+365.8%
TTD vs HCA
+479.0%
-113.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | +1.7% | -2.8% | +4.5% | +2.8% |
| 30D | +1.6% | -2.7% | +4.3% | +2.5% |
| 3M | -27.8% | +11.5% | -39.3% | -31.4% |
| 6M | -52.1% | -24.3% | -27.8% | -47.1% |
| YTD | -63.1% | -13.6% | -49.5% | -61.8% |
| 1Y | -73.1% | -3.2% | -69.9% | -73.5% |
| 3Y | -83.3% | +50.4% | -133.7% | -87.2% |
| 5Y | -80.6% | +64.8% | -145.4% | -86.2% |
| All | +365.8% | +479.0% | -113.3% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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