+18.3%
HYG vs TTD
-80.2%
+98.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.7% |
| 30D | -0.7% | +6.3% | -7.0% | -1.1% |
| 3M | -0.2% | -24.1% | +23.9% | +0.8% |
| 6M | +1.4% | -47.4% | +48.9% | +4.1% |
| YTD | +1.5% | -62.2% | +63.7% | +5.8% |
| 1Y | +2.9% | -68.3% | +71.2% | +8.1% |
| 3Y | +25.6% | -83.4% | +109.1% | +32.9% |
| All | +18.3% | -80.2% | +98.4% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling