+376.4%
TTD vs HRB
+196.7%
+179.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -0.6% | -8.0% | +7.4% | +2.3% |
| 30D | +6.3% | -16.0% | +22.3% | +12.8% |
| 3M | -24.1% | +26.9% | -51.0% | -30.7% |
| 6M | -47.4% | +51.1% | -98.6% | -55.4% |
| YTD | -62.2% | +7.1% | -69.3% | -63.9% |
| 1Y | -68.3% | -9.6% | -58.7% | -67.9% |
| 3Y | -83.4% | +25.4% | -108.8% | -85.7% |
| 5Y | -80.3% | +114.9% | -195.2% | -85.8% |
| All | +376.4% | +196.7% | +179.7% | +177.3% |
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