+1,773.8%
HWM vs TTMI
+872.1%
+901.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -3.2% |
| 7D | -2.1% | +5.9% | -8.0% | -4.0% |
| 30D | -11.0% | -4.3% | -6.7% | -10.6% |
| 3M | +4.0% | -32.0% | +36.1% | +13.5% |
| 6M | -0.2% | +19.5% | -19.7% | -13.0% |
| YTD | +26.7% | +82.0% | -55.4% | -6.9% |
| 1Y | +44.7% | +172.6% | -127.9% | -11.0% |
| 3Y | +426.1% | +744.7% | -318.6% | +96.3% |
| 5Y | +738.5% | +805.6% | -67.0% | +187.6% |
| All | +1,773.8% | +872.1% | +901.7% | +510.7% |
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