+148.2%
TT vs USHY
+21.5%
+126.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.1% |
| 7D | +1.4% | -0.1% | +1.5% | +1.7% |
| 30D | -6.7% | 0.0% | -6.6% | -6.6% |
| 3M | -5.4% | +0.8% | -6.3% | -6.8% |
| 6M | +4.4% | +1.9% | +2.5% | +1.1% |
| YTD | +14.9% | +2.3% | +12.7% | +10.8% |
| 1Y | +9.3% | +4.1% | +5.1% | +2.0% |
| 3Y | +121.7% | +27.8% | +94.0% | +48.2% |
| 5Y | +148.2% | +21.5% | +126.7% | +96.5% |
| All | +148.2% | +21.5% | +126.6% | +96.5% |
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