-79.2%
TTD vs HTZ
-92.5%
+13.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.3% | -5.7% | +2.3% |
| 7D | +20.8% | -27.4% | +48.2% | +25.7% |
| 30D | +33.8% | -11.4% | +45.2% | +35.3% |
| 3M | +17.8% | -33.1% | +50.9% | +22.6% |
| 6M | -25.7% | -73.5% | +47.8% | -13.6% |
| YTD | -57.9% | -68.1% | +10.2% | -53.7% |
| 1Y | -63.8% | -74.3% | +10.4% | -58.7% |
| 3Y | -75.0% | -80.9% | +5.9% | -72.7% |
| 5Y | -82.5% | -93.8% | +11.2% | -74.0% |
| All | -79.2% | -92.5% | +13.4% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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