-84.0%
TTD vs HRB
+25.9%
-109.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -4.6% | -10.6% | +6.0% | -2.2% |
| 30D | +3.7% | -0.8% | +4.5% | +3.5% |
| 3M | -30.2% | +19.1% | -49.3% | -33.1% |
| 6M | -51.4% | +48.7% | -100.1% | -55.3% |
| YTD | -63.4% | +7.1% | -70.5% | -64.2% |
| 1Y | -73.5% | -8.3% | -65.2% | -73.4% |
| All | -84.0% | +25.9% | -109.9% | -84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling