+203.4%
HD vs TTMI
+1,087.8%
-884.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -3.9% | +6.0% | -9.9% | -4.9% |
| 30D | -13.1% | -6.4% | -6.7% | -12.6% |
| 3M | -3.4% | -28.9% | +25.5% | +0.4% |
| 6M | -12.6% | +26.9% | -39.4% | -20.0% |
| YTD | -9.2% | +77.3% | -86.5% | -23.8% |
| 1Y | -23.9% | +147.5% | -171.4% | -41.9% |
| 3Y | +0.4% | +847.6% | -847.2% | -47.3% |
| 5Y | +4.5% | +802.2% | -797.7% | -46.1% |
| All | +203.4% | +1,087.8% | -884.4% | +41.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling