+459.4%
TTMI vs HIG
+236.7%
+222.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +4.9% | +3.5% |
| 7D | +12.2% | -1.1% | +13.2% | +12.4% |
| 30D | -5.7% | -4.9% | -0.8% | -4.6% |
| 3M | -27.5% | +6.8% | -34.3% | -29.3% |
| 6M | +47.1% | -1.7% | +48.8% | +46.1% |
| YTD | +87.5% | -0.2% | +87.7% | +84.9% |
| 1Y | +175.2% | +5.7% | +169.5% | +166.4% |
| 3Y | +901.9% | +100.3% | +801.6% | +704.5% |
| 5Y | +843.5% | +118.5% | +725.0% | +638.0% |
| 10Y | +1,077.0% | +309.7% | +767.3% | +644.7% |
| All | +459.4% | +236.7% | +222.6% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling