+55.1%
HYG vs TTD
+382.8%
-327.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -0.2% | -4.6% | +4.4% | 0.0% |
| 30D | -0.1% | +3.7% | -3.7% | -0.3% |
| 3M | +0.7% | -30.2% | +30.9% | +2.1% |
| 6M | +1.5% | -51.4% | +52.9% | +4.4% |
| YTD | +1.9% | -63.4% | +65.4% | +6.1% |
| 1Y | +3.7% | -73.5% | +77.2% | +9.4% |
| 3Y | +26.5% | -83.5% | +109.9% | +33.5% |
| 5Y | +19.0% | -80.9% | +99.9% | +21.5% |
| All | +55.1% | +382.8% | -327.7% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling