+957.3%
TT vs HIG
+314.4%
+642.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | -6.7% | -2.8% | -3.8% | -5.6% |
| 3M | -5.4% | +6.3% | -11.8% | -8.3% |
| 6M | +4.4% | -0.1% | +4.5% | +3.6% |
| YTD | +14.9% | +0.4% | +14.5% | +13.8% |
| 1Y | +9.3% | +6.2% | +3.0% | +5.4% |
| 3Y | +121.7% | +101.6% | +20.1% | +59.7% |
| 5Y | +148.2% | +119.8% | +28.3% | +70.9% |
| 10Y | +957.3% | +311.7% | +645.5% | +443.8% |
| All | +957.3% | +314.4% | +642.9% | +443.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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