+228.7%
HL vs TTMI
+830.4%
-601.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -2.2% |
| 7D | -4.4% | +0.7% | -5.0% | -4.7% |
| 30D | +9.3% | -8.4% | +17.7% | +11.4% |
| 3M | +32.0% | -32.5% | +64.4% | +45.5% |
| 6M | -6.4% | +32.5% | -38.9% | -18.8% |
| YTD | +3.1% | +83.2% | -80.1% | -20.7% |
| 1Y | +77.6% | +161.7% | -84.1% | +19.2% |
| 3Y | +392.8% | +890.1% | -497.3% | +82.5% |
| All | +228.7% | +830.4% | -601.7% | +18.2% |
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