+829.0%
TTMI vs HIG
+116.1%
+712.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.4% |
| 7D | +0.7% | -1.5% | +2.1% | +1.0% |
| 30D | -8.4% | -0.4% | -8.1% | -8.5% |
| 3M | -32.5% | +6.7% | -39.1% | -34.4% |
| 6M | +32.5% | +2.0% | +30.5% | +29.9% |
| YTD | +83.2% | +0.3% | +83.0% | +80.3% |
| 1Y | +161.7% | +4.2% | +157.5% | +152.4% |
| 3Y | +890.1% | +102.2% | +787.9% | +555.0% |
| All | +829.0% | +116.1% | +712.9% | +470.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling