+71.1%
HCA vs TT
+143.7%
-72.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | +2.9% | -1.0% | +3.9% | +3.2% |
| 30D | +2.4% | -8.9% | +11.3% | +5.0% |
| 3M | +13.0% | -1.8% | +14.9% | +12.9% |
| 6M | -21.4% | +1.9% | -23.3% | -22.6% |
| YTD | -9.5% | +13.8% | -23.3% | -14.3% |
| 1Y | +7.5% | +6.1% | +1.4% | +3.8% |
| 3Y | +57.6% | +119.6% | -62.0% | +7.0% |
| 5Y | +71.1% | +145.9% | -74.7% | -0.6% |
| All | +71.1% | +143.7% | -72.6% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling