+364.1%
TTD vs HIG
+300.7%
+63.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -7.4% | -2.3% | -5.1% | -6.5% |
| 30D | +3.0% | -1.2% | +4.2% | +3.6% |
| 3M | -27.6% | +6.3% | -33.9% | -29.4% |
| 6M | -49.5% | +0.6% | -50.1% | -49.8% |
| YTD | -63.2% | +0.6% | -63.8% | -63.5% |
| 1Y | -69.7% | +6.1% | -75.8% | -70.8% |
| 3Y | -83.3% | +102.0% | -185.3% | -88.3% |
| 5Y | -80.8% | +119.2% | -200.0% | -87.0% |
| All | +364.1% | +300.7% | +63.4% | +119.6% |
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