+753.3%
TT vs HAS
+101.4%
+651.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -2.0% | -0.2% | -1.9% | -2.0% |
| 30D | -14.0% | +31.0% | -45.1% | -20.8% |
| 3M | -15.9% | +30.7% | -46.5% | -22.5% |
| 6M | -17.3% | +23.9% | -41.2% | -23.1% |
| YTD | +4.0% | +48.3% | -44.4% | -8.7% |
| 1Y | -7.1% | +60.2% | -67.3% | -20.4% |
| 3Y | +90.2% | +189.2% | -99.0% | +31.5% |
| 5Y | +131.1% | +50.4% | +80.7% | +93.9% |
| All | +753.3% | +101.4% | +651.9% | +524.5% |
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