+25.7%
HYG vs TTD
-83.5%
+109.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -0.7% | -7.4% | +6.7% | -0.6% |
| 30D | -0.6% | +3.0% | -3.6% | -0.7% |
| 3M | +0.4% | -27.6% | +28.0% | +1.1% |
| 6M | +1.2% | -49.5% | +50.7% | +2.8% |
| YTD | +1.5% | -63.2% | +64.7% | +3.9% |
| 1Y | +3.2% | -69.7% | +72.9% | +6.2% |
| All | +25.7% | -83.5% | +109.2% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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