+147.5%
TTMI vs HDB
-37.9%
+185.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.3% |
| 7D | +6.0% | -6.2% | +12.2% | +7.5% |
| 30D | -6.4% | -6.2% | -0.2% | -5.2% |
| 3M | -28.9% | -5.9% | -23.1% | -30.5% |
| 6M | +26.9% | -25.9% | +52.8% | +36.1% |
| YTD | +77.3% | -40.2% | +117.5% | +89.2% |
| 1Y | +147.5% | -38.0% | +185.5% | +165.9% |
| All | +147.5% | -37.9% | +185.4% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling