+398.8%
HL vs TTMI
+844.7%
-445.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -3.6% |
| 7D | -5.6% | +6.0% | -11.6% | -7.3% |
| 30D | +12.7% | -6.4% | +19.2% | +14.0% |
| 3M | +42.5% | -28.9% | +71.4% | +52.5% |
| 6M | -9.0% | +26.9% | -35.9% | -17.6% |
| YTD | +4.4% | +77.3% | -72.9% | -13.7% |
| 1Y | +82.7% | +147.5% | -64.8% | +38.5% |
| All | +398.8% | +844.7% | -445.9% | +150.1% |
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