+441.1%
HWM vs TT
+125.0%
+316.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -11.0% | -7.2% | -3.8% | -7.4% |
| 3M | +4.0% | -3.0% | +7.0% | +5.3% |
| 6M | -0.2% | +1.4% | -1.6% | -1.6% |
| YTD | +26.7% | +15.9% | +10.8% | +15.8% |
| 1Y | +44.7% | +9.4% | +35.3% | +36.1% |
| All | +441.1% | +125.0% | +316.2% | +293.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 3y: compounded portfolio wealth divided by compounded TT 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…
3y analysis · Full analysis span regression · 6 months rolling