+677.7%
HPE vs TTMI
+1,766.5%
-1,088.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.0% | +4.8% | +6.8% |
| 7D | +10.1% | +12.2% | -2.0% | +5.9% |
| 30D | +5.3% | -5.7% | +11.0% | +6.7% |
| 3M | +12.7% | -27.5% | +40.2% | +22.5% |
| 6M | +167.7% | +47.1% | +120.5% | +127.9% |
| YTD | +135.5% | +87.5% | +48.0% | +80.0% |
| 1Y | +143.4% | +175.2% | -31.8% | +59.5% |
| 3Y | +249.2% | +901.9% | -652.8% | +41.2% |
| 5Y | +343.8% | +843.5% | -499.6% | +76.0% |
| 10Y | +495.9% | +1,077.0% | -581.1% | +109.8% |
| All | +677.7% | +1,766.5% | -1,088.9% | +147.7% |
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