+127.9%
TT vs HIG
+104.7%
+23.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.6% | +3.3% |
| 7D | -2.0% | +1.1% | -3.1% | -2.5% |
| 30D | -14.0% | +5.6% | -19.6% | -16.2% |
| 3M | -15.9% | -6.9% | -9.0% | -13.6% |
| 6M | -17.3% | +1.3% | -18.6% | -18.7% |
| YTD | +4.0% | -1.5% | +5.4% | +3.3% |
| 1Y | -7.1% | +6.6% | -13.7% | -11.3% |
| 3Y | +90.2% | +91.2% | -1.0% | +28.6% |
| All | +127.9% | +104.7% | +23.2% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling