-85.1%
TTD vs HRB
+140.6%
-225.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.9% |
| 7D | +21.3% | -5.1% | +26.4% | +23.5% |
| 30D | +28.7% | +8.7% | +20.1% | +24.0% |
| 3M | +7.7% | -5.4% | +13.1% | +9.4% |
| 6M | -23.5% | +41.6% | -65.0% | -34.4% |
| YTD | -58.7% | +18.7% | -77.3% | -62.0% |
| 1Y | -63.4% | +16.4% | -79.9% | -66.1% |
| 3Y | -75.3% | +22.0% | -97.3% | -79.5% |
| All | -85.1% | +140.6% | -225.8% | -91.7% |
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 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