+858.0%
TTMI vs HRB
+25.2%
+832.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.6% |
| 7D | +6.0% | -12.2% | +18.2% | +3.5% |
| 30D | -6.4% | -3.0% | -3.5% | -6.9% |
| 3M | -28.9% | +21.7% | -50.6% | -25.9% |
| 6M | +26.9% | +52.3% | -25.5% | +34.5% |
| YTD | +77.3% | +6.5% | +70.8% | +93.8% |
| 1Y | +147.5% | -6.7% | +154.2% | +175.2% |
| All | +858.0% | +25.2% | +832.8% | +784.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling