+957.3%
TT vs HBM
+625.8%
+331.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.4% | +5.5% | -4.1% | +0.5% |
| 30D | -6.7% | +3.3% | -9.9% | -7.3% |
| 3M | -5.4% | +12.7% | -18.1% | -7.8% |
| 6M | +4.4% | +28.2% | -23.8% | -1.2% |
| YTD | +14.9% | +45.3% | -30.4% | +6.1% |
| 1Y | +9.3% | +121.7% | -112.5% | -6.3% |
| 3Y | +121.7% | +523.5% | -401.8% | +56.1% |
| 5Y | +148.2% | +393.9% | -245.8% | +73.3% |
| 10Y | +957.3% | +647.9% | +309.4% | +491.9% |
| All | +957.3% | +625.8% | +331.4% | +491.9% |
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