+531.0%
HWM vs TTMI
+367.4%
+163.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.4% | +0.9% |
| 7D | +3.4% | -19.8% | +23.2% | +8.3% |
| 30D | -7.5% | -48.1% | +40.6% | +5.4% |
| 3M | -28.9% | -51.2% | +22.3% | -18.5% |
| 6M | -19.6% | -59.6% | +40.0% | -6.1% |
| YTD | +0.6% | -3.6% | +4.2% | -11.6% |
| 1Y | +0.3% | -2.3% | +2.7% | -13.4% |
| 3Y | +326.1% | +369.4% | -43.2% | +106.8% |
| All | +531.0% | +367.4% | +163.6% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling