+500.3%
TTD vs HRB
+226.2%
+274.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +20.8% | -7.8% | +28.5% | +23.9% |
| 30D | +27.1% | +15.7% | +11.4% | +20.5% |
| 3M | +14.7% | -5.5% | +20.2% | +16.4% |
| 6M | -26.8% | +41.1% | -68.0% | -35.6% |
| YTD | -59.2% | +20.4% | -79.6% | -62.7% |
| 1Y | -64.7% | +15.2% | -79.9% | -67.2% |
| 3Y | -75.8% | +24.3% | -100.1% | -78.9% |
| 5Y | -84.6% | +144.7% | -229.3% | -89.3% |
| All | +500.3% | +226.2% | +274.1% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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