+588.5%
TT vs USHY
+48.2%
+540.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.5% |
| 7D | +8.1% | -0.3% | +8.4% | +8.7% |
| 30D | -11.3% | +0.3% | -11.6% | -11.7% |
| 3M | -11.2% | -1.7% | -9.5% | -8.3% |
| 6M | -8.9% | -0.4% | -8.5% | -8.1% |
| YTD | +9.7% | +0.7% | +9.0% | +8.7% |
| 1Y | +1.3% | +1.8% | -0.5% | -1.5% |
| 3Y | +93.4% | +25.3% | +68.0% | +30.4% |
| 5Y | +133.5% | +19.9% | +113.7% | +74.0% |
| All | +588.5% | +48.2% | +540.3% | +260.7% |
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