+133.9%
HL vs TTMI
+171.3%
-37.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.8% | -11.3% | -5.0% |
| 7D | +1.5% | +5.9% | -4.4% | -0.3% |
| 30D | +25.1% | -4.3% | +29.4% | +25.6% |
| 3M | +22.9% | -32.0% | +54.9% | +34.8% |
| 6M | -4.9% | +19.5% | -24.4% | -14.5% |
| YTD | +7.8% | +82.0% | -74.2% | -15.0% |
| 1Y | +133.9% | +172.6% | -38.7% | +69.6% |
| All | +133.9% | +171.3% | -37.4% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling