+444.9%
TTMI vs HDB
-7.9%
+452.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | +22.6% | +4.1% | +18.5% | +21.7% |
| 30D | -34.3% | +13.0% | -47.3% | -36.1% |
| 3M | -44.8% | +11.3% | -56.0% | -46.1% |
| 6M | -53.3% | +6.9% | -60.3% | -54.5% |
| YTD | +10.6% | -29.6% | +40.2% | +19.5% |
| 1Y | +8.2% | -29.5% | +37.7% | +16.9% |
| All | +444.9% | -7.9% | +452.8% | +451.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling