+127.9%
TT vs HBM
+205.9%
-78.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.1% |
| 7D | -2.0% | -3.6% | +1.6% | -1.4% |
| 30D | -14.0% | -19.2% | +5.2% | -11.1% |
| 3M | -15.9% | -20.5% | +4.6% | -13.0% |
| 6M | -17.3% | -12.8% | -4.5% | -16.6% |
| YTD | +4.0% | +5.4% | -1.5% | +0.8% |
| 1Y | -7.1% | +33.0% | -40.1% | -13.3% |
| 3Y | +90.2% | +357.3% | -267.1% | +40.2% |
| All | +127.9% | +205.9% | -78.0% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling