-80.9%
TTD vs HRB
+104.8%
-185.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -4.6% | -10.6% | +6.0% | -0.5% |
| 30D | +3.7% | -0.8% | +4.5% | +3.2% |
| 3M | -30.2% | +19.1% | -49.3% | -35.4% |
| 6M | -51.4% | +48.7% | -100.1% | -59.2% |
| YTD | -63.4% | +7.1% | -70.5% | -64.8% |
| 1Y | -73.5% | -8.3% | -65.2% | -72.8% |
| 3Y | -83.5% | +25.8% | -109.3% | -86.7% |
| 5Y | -80.9% | +111.1% | -192.0% | -87.6% |
| All | -80.9% | +104.8% | -185.8% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling