+203.2%
TD vs USHY
+50.7%
+152.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.9% | 0.0% | +0.8% | +0.8% |
| 30D | -0.7% | 0.0% | -0.6% | -0.6% |
| 3M | +6.3% | +1.2% | +5.1% | +4.4% |
| 6M | +27.9% | +2.6% | +25.3% | +23.1% |
| YTD | +29.8% | +2.4% | +27.4% | +25.3% |
| 1Y | +63.7% | +4.2% | +59.4% | +54.0% |
| 3Y | +128.3% | +28.0% | +100.3% | +57.0% |
| 5Y | +125.5% | +21.8% | +103.7% | +70.7% |
| All | +203.2% | +50.7% | +152.5% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling