+172.6%
TTMI vs HRB
+1.1%
+171.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.0% | +12.8% | +6.9% |
| 7D | +5.9% | -5.7% | +11.5% | +3.1% |
| 30D | -4.3% | +7.9% | -12.2% | -0.2% |
| 3M | -32.0% | +32.1% | -64.2% | -19.1% |
| 6M | +19.5% | +62.2% | -42.8% | +57.0% |
| YTD | +82.0% | +16.4% | +65.6% | +99.1% |
| 1Y | +172.6% | -0.3% | +172.9% | +168.6% |
| All | +172.6% | +1.1% | +171.6% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling