+3.1%
HD vs TTMI
+857.4%
-854.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.5% |
| 7D | -1.2% | +12.2% | -13.3% | -2.0% |
| 30D | -11.1% | -5.7% | -5.4% | -10.9% |
| 3M | +2.0% | -27.5% | +29.5% | +3.9% |
| 6M | -10.5% | +47.1% | -57.6% | -15.8% |
| YTD | -6.9% | +87.5% | -94.3% | -15.5% |
| 1Y | -23.2% | +175.2% | -198.4% | -34.8% |
| 3Y | +3.1% | +901.9% | -898.9% | -33.6% |
| All | +3.1% | +857.4% | -854.4% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling