+325.0%
TPR vs USHY
+47.7%
+277.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | +0.6% |
| 7D | +12.1% | +0.3% | +11.8% | +11.1% |
| 30D | +16.7% | -0.1% | +16.8% | +17.0% |
| 3M | -17.4% | -1.9% | -15.5% | -13.4% |
| 6M | +2.3% | -1.0% | +3.3% | +4.9% |
| YTD | +7.1% | +0.4% | +6.7% | +6.5% |
| 1Y | +29.5% | +1.4% | +28.1% | +25.3% |
| 3Y | +415.0% | +24.9% | +390.1% | +196.0% |
| 5Y | +261.5% | +19.3% | +242.2% | +145.3% |
| All | +325.0% | +47.7% | +277.3% | +87.4% |
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 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