+802.2%
TTMI vs HBM
+336.0%
+466.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.0% | +0.8% |
| 7D | +6.0% | -3.7% | +9.8% | +7.1% |
| 30D | -6.4% | -3.7% | -2.8% | -5.7% |
| 3M | -28.9% | +8.0% | -36.9% | -31.0% |
| 6M | +26.9% | +15.8% | +11.1% | +20.2% |
| YTD | +77.3% | +34.4% | +42.9% | +60.2% |
| 1Y | +147.5% | +98.2% | +49.3% | +102.5% |
| 3Y | +847.6% | +476.6% | +371.1% | +471.4% |
| 5Y | +802.2% | +331.1% | +471.1% | +450.3% |
| All | +802.2% | +336.0% | +466.2% | +450.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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