+1,484.2%
HWM vs TTMI
+459.1%
+1,025.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.5% |
| 7D | -1.8% | -11.5% | +9.8% | +1.3% |
| 30D | -2.7% | -40.3% | +37.6% | +10.2% |
| 3M | -22.7% | -44.5% | +21.7% | -11.8% |
| 6M | -18.9% | -54.1% | +35.1% | -5.3% |
| YTD | +7.1% | +4.7% | +2.4% | -10.5% |
| 1Y | +4.7% | +3.3% | +1.3% | -13.5% |
| 3Y | +345.6% | +407.2% | -61.6% | +87.1% |
| 5Y | +588.3% | +406.5% | +181.8% | +172.1% |
| 10Y | +1,516.2% | +420.4% | +1,095.8% | +496.4% |
| All | +1,484.2% | +459.1% | +1,025.2% | +487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling