+1,581.2%
HWM vs TTMI
+861.7%
+719.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.7% |
| 7D | -8.0% | +7.5% | -15.5% | -10.4% |
| 30D | -18.0% | -4.5% | -13.5% | -17.6% |
| 3M | -9.5% | -28.5% | +19.0% | -2.7% |
| 6M | -8.4% | +28.4% | -36.7% | -21.9% |
| YTD | +13.6% | +80.1% | -66.4% | -16.4% |
| 1Y | +30.2% | +161.0% | -130.8% | -18.7% |
| 3Y | +392.2% | +862.4% | -470.2% | +74.1% |
| 5Y | +645.2% | +812.9% | -167.7% | +153.9% |
| All | +1,581.2% | +861.7% | +719.5% | +448.9% |
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