-4.6%
HD vs TTMI
+9.6%
-14.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -10.1% | +16.6% | +6.3% |
| 7D | +11.9% | -19.2% | +31.1% | +11.6% |
| 30D | +26.4% | -44.9% | +71.3% | +26.6% |
| 3M | +2.8% | -44.7% | +47.6% | +2.9% |
| 6M | +15.5% | -53.4% | +68.9% | +15.3% |
| YTD | +5.5% | +6.3% | -0.8% | +1.2% |
| 1Y | -4.6% | +10.7% | -15.3% | -8.5% |
| All | -4.6% | +9.6% | -14.2% | -8.5% |
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