+136.0%
TT vs USHY
+18.8%
+117.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.7% |
| 7D | +0.8% | +0.3% | +0.5% | +0.3% |
| 30D | -11.8% | -0.1% | -11.6% | -11.6% |
| 3M | -11.6% | -1.9% | -9.7% | -8.5% |
| 6M | -9.3% | -1.0% | -8.3% | -7.5% |
| YTD | +8.9% | +0.4% | +8.5% | +8.5% |
| 1Y | -2.2% | +1.4% | -3.7% | -4.3% |
| 3Y | +91.9% | +24.9% | +67.0% | +33.7% |
| 5Y | +136.0% | +19.3% | +116.7% | +91.2% |
| All | +136.0% | +18.8% | +117.2% | +91.2% |
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