+498.2%
HCA vs TT
+961.2%
-463.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.1% |
| 7D | +5.4% | -1.2% | +6.6% | +6.0% |
| 30D | +3.0% | -7.3% | +10.3% | +6.6% |
| 3M | +13.0% | -3.6% | +16.6% | +14.0% |
| 6M | -20.3% | +2.8% | -23.1% | -22.5% |
| YTD | -8.2% | +14.5% | -22.7% | -16.2% |
| 1Y | +6.7% | +7.4% | -0.7% | 0.0% |
| 3Y | +60.4% | +116.2% | -55.9% | -4.5% |
| 5Y | +73.4% | +147.4% | -73.9% | -7.8% |
| All | +498.2% | +961.2% | -463.1% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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