+420.9%
TTD vs HIG
+302.7%
+118.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.2% |
| 7D | +21.3% | +2.6% | +18.7% | +20.0% |
| 30D | +28.7% | +4.2% | +24.6% | +26.5% |
| 3M | +7.7% | +0.2% | +7.5% | +7.6% |
| 6M | -23.5% | +4.6% | -28.1% | -25.0% |
| YTD | -58.7% | +1.1% | -59.8% | -59.2% |
| 1Y | -63.4% | +4.7% | -68.1% | -64.4% |
| 3Y | -75.3% | +95.5% | -170.7% | -82.3% |
| 5Y | -84.4% | +111.7% | -196.0% | -89.2% |
| 10Y | +516.1% | +263.4% | +252.7% | +195.3% |
| All | +420.9% | +302.7% | +118.2% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling