-80.9%
TTD vs HIG
+117.6%
-198.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -4.6% | -0.5% | -4.1% | -4.3% |
| 30D | +3.7% | -2.8% | +6.5% | +5.0% |
| 3M | -30.2% | +6.3% | -36.6% | -32.1% |
| 6M | -51.4% | -0.1% | -51.3% | -51.5% |
| YTD | -63.4% | +0.4% | -63.9% | -63.8% |
| 1Y | -73.5% | +6.2% | -79.8% | -74.6% |
| 3Y | -83.5% | +101.6% | -185.1% | -90.0% |
| 5Y | -80.9% | +119.8% | -200.8% | -89.6% |
| All | -80.9% | +117.6% | -198.5% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling