+379.4%
TTD vs HRB
+222.7%
+156.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -3.0% |
| 7D | +6.3% | -5.7% | +12.0% | +8.5% |
| 30D | -23.9% | +7.9% | -31.8% | -26.4% |
| 3M | -31.4% | +32.1% | -63.5% | -38.2% |
| 6M | -42.7% | +62.2% | -104.9% | -52.5% |
| YTD | -62.0% | +16.4% | -78.4% | -64.7% |
| 1Y | -72.2% | -0.3% | -71.9% | -72.8% |
| 3Y | -81.9% | +36.0% | -118.0% | -84.8% |
| 5Y | -81.5% | +125.2% | -206.8% | -86.9% |
| All | +379.4% | +222.7% | +156.7% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling