+734.7%
TT vs HIG
+268.7%
+466.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.8% |
| 7D | +0.8% | +2.1% | -1.3% | -0.1% |
| 30D | -11.8% | +6.7% | -18.5% | -14.3% |
| 3M | -11.6% | -1.9% | -9.6% | -11.2% |
| 6M | -9.3% | +5.3% | -14.6% | -12.1% |
| YTD | +8.9% | +1.3% | +7.5% | +7.0% |
| 1Y | -2.2% | +7.2% | -9.4% | -6.3% |
| 3Y | +91.9% | +96.6% | -4.8% | +39.6% |
| 5Y | +136.0% | +110.0% | +26.0% | +65.6% |
| 10Y | +734.7% | +268.4% | +466.4% | +381.8% |
| All | +734.7% | +268.7% | +466.0% | +381.8% |
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