+365.8%
TTD vs HDB
+36.6%
+329.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -1.2% |
| 7D | +1.7% | -2.0% | +3.8% | +3.0% |
| 30D | +1.6% | -4.9% | +6.5% | +4.3% |
| 3M | -27.8% | -2.3% | -25.5% | -27.5% |
| 6M | -52.1% | -23.7% | -28.4% | -45.1% |
| YTD | -63.1% | -38.5% | -24.6% | -52.5% |
| 1Y | -73.1% | -36.5% | -36.6% | -66.2% |
| 3Y | -83.3% | -28.5% | -54.8% | -81.2% |
| 5Y | -80.6% | -37.4% | -43.2% | -76.5% |
| All | +365.8% | +36.6% | +329.2% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling