+812.9%
TTMI vs HDB
-38.7%
+851.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.2% | -3.4% |
| 7D | +7.5% | -4.9% | +12.4% | +9.1% |
| 30D | -4.5% | -5.8% | +1.4% | -2.9% |
| 3M | -28.5% | -5.2% | -23.3% | -28.3% |
| 6M | +28.4% | -25.7% | +54.1% | +40.2% |
| YTD | +80.1% | -39.6% | +119.6% | +110.3% |
| 1Y | +161.0% | -36.9% | +197.9% | +199.5% |
| 3Y | +862.4% | -29.7% | +892.2% | +942.4% |
| 5Y | +812.9% | -37.8% | +850.7% | +884.8% |
| All | +812.9% | -38.7% | +851.6% | +884.8% |
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