+858.0%
TTMI vs HIG
+101.8%
+756.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +6.0% | -2.3% | +8.3% | +5.8% |
| 30D | -6.4% | -1.2% | -5.2% | -6.5% |
| 3M | -28.9% | +6.3% | -35.2% | -29.0% |
| 6M | +26.9% | +0.6% | +26.3% | +27.2% |
| YTD | +77.3% | +0.6% | +76.7% | +77.7% |
| 1Y | +147.5% | +6.1% | +141.4% | +144.7% |
| All | +858.0% | +101.8% | +756.3% | +679.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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