+500.3%
TTD vs HIG
+260.2%
+240.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +20.8% | -0.1% | +20.9% | +20.9% |
| 30D | +27.1% | +4.4% | +22.8% | +24.9% |
| 3M | +14.7% | 0.0% | +14.6% | +14.7% |
| 6M | -26.8% | +3.8% | -30.6% | -28.0% |
| YTD | -59.2% | +0.7% | -59.9% | -59.6% |
| 1Y | -64.7% | +5.0% | -69.7% | -65.7% |
| 3Y | -75.8% | +95.3% | -171.2% | -82.7% |
| 5Y | -84.6% | +110.8% | -195.4% | -89.4% |
| All | +500.3% | +260.2% | +240.1% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling