+72.8%
HCA vs TTMI
+830.4%
-757.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | +1.2% |
| 7D | +5.4% | +0.7% | +4.7% | +5.4% |
| 30D | +3.0% | -8.4% | +11.4% | +3.3% |
| 3M | +13.0% | -32.5% | +45.5% | +14.9% |
| 6M | -20.3% | +32.5% | -52.7% | -24.0% |
| YTD | -8.2% | +83.2% | -91.5% | -16.1% |
| 1Y | +6.7% | +161.7% | -155.0% | -7.4% |
| 3Y | +60.4% | +890.1% | -829.8% | +7.6% |
| All | +72.8% | +830.4% | -757.6% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling