-83.3%
TTD vs HIG
+99.1%
-182.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -2.5% |
| 7D | +1.7% | -1.1% | +2.8% | +2.0% |
| 30D | +1.6% | -4.9% | +6.5% | +2.4% |
| 3M | -27.8% | +6.8% | -34.6% | -28.3% |
| 6M | -52.1% | -1.7% | -50.4% | -52.0% |
| YTD | -63.1% | -0.2% | -62.8% | -63.1% |
| 1Y | -73.1% | +5.7% | -78.8% | -73.4% |
| 3Y | -83.3% | +100.3% | -183.6% | -85.0% |
| All | -83.3% | +99.1% | -182.4% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling