+575.2%
HLT vs TTMI
+1,127.6%
-552.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.7% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -5.0% | -8.4% | +3.4% | -3.9% |
| 3M | -10.4% | -32.5% | +22.1% | -5.0% |
| 6M | +3.2% | +32.5% | -29.2% | -7.1% |
| YTD | +6.7% | +83.2% | -76.5% | -12.4% |
| 1Y | +10.3% | +161.7% | -151.4% | -19.0% |
| 3Y | +99.3% | +890.1% | -790.8% | -0.7% |
| 5Y | +143.7% | +832.4% | -688.8% | +19.0% |
| All | +575.2% | +1,127.6% | -552.3% | +213.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling