+208.1%
HD vs TTMI
+1,106.3%
-898.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.4% |
| 7D | -1.8% | +7.5% | -9.3% | -3.1% |
| 30D | -10.8% | -4.5% | -6.4% | -10.6% |
| 3M | -2.7% | -28.5% | +25.9% | +1.1% |
| 6M | -10.3% | +28.4% | -38.6% | -18.1% |
| YTD | -7.8% | +80.1% | -87.9% | -22.8% |
| 1Y | -23.1% | +161.0% | -184.2% | -42.0% |
| 3Y | +2.0% | +862.4% | -860.4% | -46.6% |
| 5Y | +6.2% | +812.9% | -806.7% | -45.4% |
| All | +208.1% | +1,106.3% | -898.2% | +43.7% |
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