-69.7%
TTD vs HRB
-8.2%
-61.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -7.4% | -12.2% | +4.8% | -4.4% |
| 30D | +3.0% | -3.0% | +6.0% | +3.4% |
| 3M | -27.6% | +21.7% | -49.3% | -31.3% |
| 6M | -49.5% | +52.3% | -101.8% | -53.9% |
| YTD | -63.2% | +6.5% | -69.7% | -63.6% |
| 1Y | -69.7% | -6.7% | -63.0% | -69.4% |
| All | -69.7% | -8.2% | -61.5% | -69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling