+748.4%
TT vs HAS
+99.1%
+649.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.4% |
| 7D | +8.1% | +1.6% | +6.4% | +7.6% |
| 30D | -11.3% | +26.6% | -37.9% | -17.4% |
| 3M | -11.2% | +29.0% | -40.2% | -17.8% |
| 6M | -8.9% | +30.6% | -39.5% | -16.5% |
| YTD | +9.7% | +51.5% | -41.8% | -4.3% |
| 1Y | +1.3% | +58.5% | -57.2% | -12.9% |
| 3Y | +93.4% | +214.1% | -120.8% | +30.3% |
| 5Y | +133.5% | +50.2% | +83.3% | +96.2% |
| All | +748.4% | +99.1% | +649.3% | +528.9% |
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