-0.9%
HCA vs TTMI
+171.3%
-172.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.9% | -0.5% |
| 7D | -3.1% | +5.9% | -8.9% | -2.7% |
| 30D | -1.1% | -4.3% | +3.2% | -1.2% |
| 3M | +12.2% | -32.0% | +44.2% | +11.1% |
| 6M | -25.3% | +19.5% | -44.8% | -25.9% |
| YTD | -12.9% | +82.0% | -95.0% | -13.2% |
| 1Y | -0.9% | +172.6% | -173.6% | +2.6% |
| All | -0.9% | +171.3% | -172.2% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling