+417.0%
TTMI vs HDB
-23.2%
+440.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | +11.4% | +2.7% | +8.6% | +10.6% |
| 30D | -28.3% | +14.1% | -42.4% | -31.4% |
| 3M | -46.7% | +11.8% | -58.5% | -48.7% |
| 6M | -56.1% | +8.2% | -64.3% | -57.8% |
| YTD | +7.4% | -29.3% | +36.7% | +19.4% |
| 1Y | +17.4% | -28.8% | +46.2% | +30.1% |
| 3Y | +429.1% | -7.5% | +436.6% | +419.8% |
| All | +417.0% | -23.2% | +440.1% | +431.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling