+741.5%
TT vs HBM
+274.8%
+466.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | -1.3% | +4.8% | +3.7% |
| 30D | -11.0% | -14.8% | +3.8% | -8.8% |
| 3M | -12.0% | -20.7% | +8.7% | -9.0% |
| 6M | -10.4% | -13.9% | +3.5% | -9.5% |
| YTD | +9.9% | +10.6% | -0.7% | +5.8% |
| 1Y | +1.5% | +32.4% | -30.9% | -5.3% |
| 3Y | +93.7% | +432.0% | -338.3% | +39.7% |
| 5Y | +139.2% | +205.5% | -66.2% | +80.5% |
| 10Y | +741.5% | +291.1% | +450.4% | +403.9% |
| All | +741.5% | +274.8% | +466.7% | +403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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