+459.4%
TTMI vs HRB
+1,145.7%
-686.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.5% | +9.4% | +5.1% |
| 7D | +12.2% | -9.1% | +21.2% | +15.4% |
| 30D | -5.7% | +0.3% | -6.0% | -6.7% |
| 3M | -27.5% | +23.4% | -50.9% | -34.6% |
| 6M | +47.1% | +45.1% | +2.0% | +21.1% |
| YTD | +87.5% | +8.9% | +78.6% | +69.9% |
| 1Y | +175.2% | -7.9% | +183.1% | +163.3% |
| 3Y | +901.9% | +27.9% | +874.0% | +717.4% |
| 5Y | +843.5% | +108.3% | +735.1% | +511.0% |
| 10Y | +1,077.0% | +208.4% | +868.5% | +469.0% |
| All | +459.4% | +1,145.7% | -686.4% | +8.1% |
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