+396.0%
TTD vs HDB
+56.8%
+339.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.7% | +12.8% | +14.0% |
| 7D | +19.0% | +13.7% | +5.3% | +11.0% |
| 30D | +23.6% | +15.8% | +7.7% | +14.0% |
| 3M | +8.2% | +9.2% | -1.0% | +2.6% |
| 6M | -35.3% | +3.2% | -38.5% | -37.1% |
| YTD | -60.7% | -29.4% | -31.3% | -53.3% |
| 1Y | -65.3% | -27.9% | -37.4% | -59.3% |
| 3Y | -80.6% | -5.9% | -74.7% | -81.6% |
| 5Y | -84.6% | -23.5% | -61.1% | -83.4% |
| 10Y | +550.5% | +61.3% | +489.2% | +315.8% |
| All | +396.0% | +56.8% | +339.2% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling