+361.1%
TTD vs HSY
+129.9%
+231.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -4.6% | -3.0% | -1.7% | -4.0% |
| 30D | +3.7% | -5.0% | +8.7% | +4.9% |
| 3M | -30.2% | -1.3% | -28.9% | -30.0% |
| 6M | -51.4% | -21.5% | -29.9% | -48.9% |
| YTD | -63.4% | -3.3% | -60.2% | -63.6% |
| 1Y | -73.5% | -5.5% | -68.0% | -73.5% |
| 3Y | -83.5% | -9.9% | -73.5% | -83.4% |
| 5Y | -80.9% | +11.3% | -92.3% | -83.0% |
| All | +361.1% | +129.9% | +231.2% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling