+364.1%
TTD vs HON
+129.1%
+235.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.6% |
| 7D | -7.4% | -2.6% | -4.8% | -5.7% |
| 30D | +3.0% | -11.9% | +14.9% | +12.5% |
| 3M | -27.6% | -6.1% | -21.5% | -26.5% |
| 6M | -49.5% | -19.2% | -30.3% | -42.9% |
| YTD | -63.2% | +0.2% | -63.3% | -65.4% |
| 1Y | -69.7% | -1.5% | -68.2% | -71.3% |
| 3Y | -83.3% | +17.9% | -101.3% | -86.7% |
| 5Y | -80.8% | +1.9% | -82.7% | -82.4% |
| All | +364.1% | +129.1% | +235.0% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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