-1.0%
HL vs TTMI
+43.8%
-44.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +3.0% |
| 7D | +0.4% | +7.5% | -7.1% | -1.9% |
| 30D | +18.8% | -4.5% | +23.3% | +19.7% |
| 3M | +43.7% | -28.5% | +72.3% | +53.5% |
| 6M | -1.0% | +28.4% | -29.4% | -17.8% |
| All | -1.0% | +43.8% | -44.8% | -17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling