+635.0%
HLT vs TTMI
+1,322.6%
-687.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -2.6% | +6.0% | -8.6% | -3.8% |
| 30D | -2.6% | -6.4% | +3.8% | -1.9% |
| 3M | -9.4% | -28.9% | +19.5% | -5.2% |
| 6M | +2.7% | +26.9% | -24.1% | -6.3% |
| YTD | +6.8% | +77.3% | -70.5% | -11.0% |
| 1Y | +12.4% | +147.5% | -135.1% | -15.1% |
| 3Y | +100.2% | +847.6% | -747.5% | +5.9% |
| 5Y | +143.7% | +802.2% | -658.5% | +26.5% |
| 10Y | +584.9% | +1,076.3% | -491.5% | +221.9% |
| All | +635.0% | +1,322.6% | -687.5% | +225.7% |
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