+2,617.5%
HL vs TTMI
+522.4%
+2,095.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -1.6% |
| 7D | +7.1% | +12.2% | -5.1% | +4.6% |
| 30D | +21.4% | -5.7% | +27.2% | +22.1% |
| 3M | +37.4% | -27.5% | +64.9% | +44.2% |
| 6M | +0.4% | +47.1% | -46.7% | -8.9% |
| YTD | +6.7% | +87.5% | -80.8% | -8.2% |
| 1Y | +102.4% | +175.2% | -72.9% | +61.0% |
| 3Y | +417.4% | +901.9% | -484.5% | +214.0% |
| 5Y | +243.3% | +843.5% | -600.1% | +109.1% |
| 10Y | +242.6% | +1,077.0% | -834.4% | +96.2% |
| All | +2,617.5% | +522.4% | +2,095.0% | +1,489.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling