+736.3%
TT vs HUM
+153.9%
+582.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | -1.7% |
| 7D | +4.0% | +3.7% | +0.3% | +3.3% |
| 30D | -11.3% | +5.5% | -16.8% | -12.2% |
| 3M | -12.3% | +17.1% | -29.4% | -15.0% |
| 6M | -10.8% | +48.3% | -59.1% | -17.6% |
| YTD | +8.2% | +77.4% | -69.2% | -4.6% |
| 1Y | +1.5% | +92.6% | -91.1% | -12.1% |
| 3Y | +91.5% | -6.1% | +97.6% | +91.4% |
| 5Y | +130.2% | +6.2% | +124.0% | +113.0% |
| All | +736.3% | +153.9% | +582.4% | +509.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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