+929.8%
HD vs TTMI
+504.4%
+425.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -7.9% | -0.4% |
| 7D | -2.1% | +5.9% | -7.9% | -2.9% |
| 30D | -8.4% | -4.3% | -4.1% | -8.2% |
| 3M | +4.3% | -32.0% | +36.4% | +8.6% |
| 6M | -11.1% | +19.5% | -30.6% | -16.5% |
| YTD | -4.7% | +82.0% | -86.7% | -17.0% |
| 1Y | -19.8% | +172.6% | -192.4% | -35.5% |
| 3Y | +4.1% | +744.7% | -740.6% | -32.2% |
| 5Y | +10.3% | +805.6% | -795.2% | -30.1% |
| 10Y | +203.2% | +1,057.6% | -854.4% | +77.8% |
| All | +929.8% | +504.4% | +425.5% | +381.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling