+1,265.2%
TTMI vs HDB
+3,812.1%
-2,546.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.3% | +9.0% |
| 7D | +5.9% | +0.4% | +5.4% | +5.6% |
| 30D | -4.3% | -2.8% | -1.5% | -3.5% |
| 3M | -32.0% | -3.5% | -28.5% | -31.9% |
| 6M | +19.5% | -24.7% | +44.2% | +32.2% |
| YTD | +82.0% | -36.6% | +118.6% | +114.9% |
| 1Y | +172.6% | -34.4% | +207.0% | +216.5% |
| 3Y | +744.7% | -24.4% | +769.0% | +808.2% |
| 5Y | +805.6% | -35.4% | +840.9% | +915.4% |
| 10Y | +1,057.6% | +39.5% | +1,018.1% | +790.6% |
| All | +1,265.2% | +3,812.1% | -2,546.9% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling