+142.0%
HAL vs TTMI
+504.4%
-362.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.4% | -2.3% |
| 7D | +2.9% | +5.9% | -2.9% | +1.7% |
| 30D | +17.0% | -4.3% | +21.3% | +17.3% |
| 3M | -9.7% | -32.0% | +22.4% | -4.7% |
| 6M | +8.6% | +19.5% | -10.8% | +0.2% |
| YTD | +33.0% | +82.0% | -49.0% | +11.0% |
| 1Y | +68.3% | +172.6% | -104.3% | +27.2% |
| 3Y | +0.1% | +744.7% | -744.5% | -41.9% |
| 5Y | +102.6% | +805.6% | -702.9% | +13.4% |
| 10Y | +3.8% | +1,057.6% | -1,053.8% | -44.9% |
| All | +142.0% | +504.4% | -362.4% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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