+161.7%
TTMI vs HRB
-6.2%
+167.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.6% |
| 7D | +0.7% | -8.0% | +8.7% | -3.2% |
| 30D | -8.4% | -16.0% | +7.5% | -15.1% |
| 3M | -32.5% | +26.9% | -59.3% | -21.7% |
| 6M | +32.5% | +51.1% | -18.6% | +67.4% |
| YTD | +83.2% | +7.1% | +76.2% | +93.8% |
| 1Y | +161.7% | -9.6% | +171.3% | +151.6% |
| All | +161.7% | -6.2% | +167.9% | +151.6% |
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