-72.2%
TTD vs USHY
+4.6%
-76.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.3% |
| 7D | +6.3% | -0.1% | +6.5% | +6.5% |
| 30D | -23.9% | +0.1% | -24.0% | -24.0% |
| 3M | -31.4% | +0.8% | -32.2% | -31.9% |
| 6M | -42.7% | +1.7% | -44.4% | -43.4% |
| YTD | -62.0% | +2.5% | -64.5% | -63.2% |
| 1Y | -72.2% | +4.4% | -76.6% | -73.6% |
| All | -72.2% | +4.6% | -76.8% | -73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling