+145.0%
TT vs HIG
+122.5%
+22.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.4% |
| 7D | +1.6% | -1.1% | +2.6% | +2.0% |
| 30D | -7.3% | -4.9% | -2.4% | -5.4% |
| 3M | -2.6% | +6.8% | -9.4% | -6.0% |
| 6M | +5.9% | -1.7% | +7.6% | +5.9% |
| YTD | +15.4% | -0.2% | +15.6% | +14.5% |
| 1Y | +8.2% | +5.7% | +2.5% | +4.3% |
| 3Y | +122.7% | +100.3% | +22.4% | +49.4% |
| 5Y | +145.0% | +118.5% | +26.5% | +50.5% |
| All | +145.0% | +122.5% | +22.4% | +50.5% |
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