+1,731.8%
HCA vs TTMI
+634.8%
+1,097.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.9% | +5.5% |
| 7D | +4.9% | +7.5% | -2.6% | +3.7% |
| 30D | +1.9% | -4.5% | +6.4% | +2.1% |
| 3M | +12.7% | -28.5% | +41.3% | +16.3% |
| 6M | -22.3% | +28.4% | -50.7% | -29.3% |
| YTD | -9.3% | +80.1% | -89.4% | -23.7% |
| 1Y | +2.7% | +161.0% | -158.3% | -21.2% |
| 3Y | +57.8% | +862.4% | -804.6% | -13.2% |
| 5Y | +70.3% | +812.9% | -742.6% | -8.2% |
| 10Y | +499.7% | +1,094.7% | -595.0% | +190.1% |
| All | +1,731.8% | +634.8% | +1,097.0% | +805.0% |
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