+655.5%
HWM vs TTMI
+840.7%
-185.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +3.0% | -13.7% | -11.4% |
| 7D | -9.2% | +12.2% | -21.3% | -11.9% |
| 30D | -17.9% | -5.7% | -12.1% | -17.3% |
| 3M | -6.0% | -27.5% | +21.4% | -0.7% |
| 6M | -7.4% | +47.1% | -54.5% | -21.8% |
| YTD | +13.1% | +87.5% | -74.4% | -12.9% |
| 1Y | +29.3% | +175.2% | -145.9% | -13.9% |
| 3Y | +389.9% | +901.9% | -512.0% | +101.4% |
| 5Y | +655.5% | +843.5% | -187.9% | +200.9% |
| All | +655.5% | +840.7% | -185.2% | +200.9% |
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 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