+204.3%
TD vs USHY
+49.7%
+154.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.6% |
| 7D | -0.5% | -0.7% | +0.1% | +0.5% |
| 30D | -1.9% | -0.7% | -1.2% | -0.9% |
| 3M | +4.8% | +0.1% | +4.7% | +4.7% |
| 6M | +28.0% | +1.8% | +26.2% | +24.8% |
| YTD | +30.3% | +1.8% | +28.5% | +27.1% |
| 1Y | +59.8% | +3.3% | +56.5% | +52.4% |
| 3Y | +124.7% | +27.0% | +97.7% | +56.5% |
| 5Y | +127.0% | +21.0% | +105.9% | +73.5% |
| All | +204.3% | +49.7% | +154.6% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling