+247.2%
HD vs TTMI
+415.6%
-168.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.1% |
| 7D | +5.2% | -11.5% | +16.7% | +6.5% |
| 30D | +20.7% | -40.3% | +61.0% | +27.9% |
| 3M | +0.8% | -44.5% | +45.3% | +7.1% |
| 6M | +12.2% | -54.1% | +66.3% | +20.7% |
| YTD | +4.2% | +4.7% | -0.5% | -7.9% |
| 1Y | -2.6% | +3.3% | -5.9% | -14.6% |
| 3Y | +30.0% | +407.2% | -377.2% | -27.2% |
| 5Y | +8.1% | +406.5% | -398.4% | -41.6% |
| 10Y | +247.2% | +420.4% | -173.2% | +67.4% |
| All | +247.2% | +415.6% | -168.4% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling