+750.6%
TT vs HAS
+106.1%
+644.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.2% |
| 7D | +1.7% | +2.2% | -0.4% | +1.1% |
| 30D | -11.8% | +29.6% | -41.4% | -18.5% |
| 3M | -12.6% | +30.3% | -42.9% | -19.4% |
| 6M | -9.4% | +25.6% | -35.0% | -16.0% |
| YTD | +8.8% | +50.8% | -42.0% | -4.9% |
| 1Y | -2.5% | +63.0% | -65.5% | -16.8% |
| 3Y | +95.7% | +211.6% | -115.9% | +32.2% |
| 5Y | +135.7% | +50.4% | +85.3% | +98.0% |
| 10Y | +750.6% | +101.9% | +648.7% | +519.0% |
| All | +750.6% | +106.1% | +644.5% | +519.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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