+132.3%
HON vs TTMI
+1,127.6%
-995.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.5% |
| 7D | -3.5% | +0.7% | -4.1% | -3.6% |
| 30D | -13.8% | -8.4% | -5.3% | -12.7% |
| 3M | -11.7% | -32.5% | +20.8% | -6.7% |
| 6M | -18.7% | +32.5% | -51.2% | -26.0% |
| YTD | +0.2% | +83.2% | -83.0% | -15.9% |
| 1Y | -3.1% | +161.7% | -164.7% | -26.2% |
| 3Y | +17.0% | +890.1% | -873.2% | -38.2% |
| 5Y | +2.0% | +832.4% | -830.4% | -47.4% |
| All | +132.3% | +1,127.6% | -995.3% | +12.6% |
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