+8.1%
HD vs TTMI
+406.5%
-398.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.3% |
| 7D | +5.2% | -11.5% | +16.7% | +6.0% |
| 30D | +20.7% | -40.3% | +61.0% | +25.2% |
| 3M | +0.8% | -44.5% | +45.3% | +4.8% |
| 6M | +12.2% | -54.1% | +66.3% | +17.6% |
| YTD | +4.2% | +4.7% | -0.5% | -5.7% |
| 1Y | -2.6% | +3.3% | -5.9% | -12.4% |
| 3Y | +30.0% | +407.2% | -377.2% | -21.6% |
| 5Y | +8.1% | +406.5% | -398.4% | -37.7% |
| All | +8.1% | +406.5% | -398.4% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling