+379.4%
TTD vs HSY
+131.2%
+248.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.1% |
| 7D | +6.3% | -3.3% | +9.6% | +7.1% |
| 30D | -23.9% | -2.8% | -21.1% | -23.4% |
| 3M | -31.4% | -4.5% | -26.9% | -30.7% |
| 6M | -42.7% | -24.2% | -18.5% | -39.3% |
| YTD | -62.0% | -2.7% | -59.3% | -62.2% |
| 1Y | -72.2% | -3.7% | -68.5% | -72.3% |
| 3Y | -81.9% | -11.5% | -70.5% | -81.8% |
| 5Y | -81.5% | +10.3% | -91.9% | -83.5% |
| All | +379.4% | +131.2% | +248.2% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling