+261.2%
HL vs TT
+954.8%
-693.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | -5.6% | -1.0% | -4.6% | -5.1% |
| 30D | +12.7% | -8.9% | +21.7% | +18.0% |
| 3M | +42.5% | -1.8% | +44.4% | +43.6% |
| 6M | -9.0% | +1.9% | -10.9% | -9.8% |
| YTD | +4.4% | +13.8% | -9.4% | -1.7% |
| 1Y | +82.7% | +6.1% | +76.5% | +77.7% |
| 3Y | +406.3% | +119.6% | +286.7% | +236.9% |
| 5Y | +238.2% | +145.9% | +92.3% | +107.8% |
| All | +261.2% | +954.8% | -693.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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