+1,474.6%
HWM vs TTMI
+394.2%
+1,080.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.2% |
| 7D | +7.3% | +11.4% | -4.1% | +3.6% |
| 30D | +1.6% | -28.3% | +29.9% | +9.2% |
| 3M | -21.9% | -46.7% | +24.8% | -9.7% |
| 6M | -19.0% | -56.1% | +37.1% | -3.9% |
| YTD | +7.9% | +7.4% | +0.6% | -10.5% |
| 1Y | +9.9% | +17.4% | -7.5% | -13.0% |
| 3Y | +342.1% | +429.1% | -87.0% | +82.9% |
| 5Y | +600.8% | +418.8% | +182.0% | +174.9% |
| All | +1,474.6% | +394.2% | +1,080.4% | +475.9% |
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