+126.9%
TD vs USHY
+20.9%
+105.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.5% | -0.7% | +0.1% | +0.3% |
| 30D | -1.9% | -0.7% | -1.2% | -1.1% |
| 3M | +4.8% | +0.1% | +4.7% | +4.7% |
| 6M | +28.0% | +1.8% | +26.2% | +25.5% |
| YTD | +30.3% | +1.8% | +28.5% | +27.8% |
| 1Y | +59.8% | +3.3% | +56.5% | +54.2% |
| 3Y | +124.7% | +27.0% | +97.7% | +72.8% |
| All | +126.9% | +20.9% | +105.9% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling