+220.3%
TTMI vs HRB
+1,257.6%
-1,037.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.4% |
| 7D | +11.4% | -5.1% | +16.5% | +13.1% |
| 30D | -28.3% | +8.7% | -37.0% | -31.3% |
| 3M | -46.7% | -5.4% | -41.3% | -47.1% |
| 6M | -56.1% | +41.6% | -97.7% | -63.2% |
| YTD | +7.4% | +18.7% | -11.3% | -7.3% |
| 1Y | +17.4% | +16.4% | +1.0% | +1.6% |
| 3Y | +429.1% | +22.0% | +407.2% | +333.9% |
| 5Y | +418.8% | +141.2% | +277.5% | +213.2% |
| 10Y | +411.2% | +223.1% | +188.1% | +139.9% |
| All | +220.3% | +1,257.6% | -1,037.2% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling