+128.8%
TTD vs USHY
+49.7%
+79.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.6% | -0.7% | +0.1% | +1.6% |
| 30D | +6.3% | -0.7% | +7.0% | +8.7% |
| 3M | -24.1% | +0.1% | -24.2% | -24.2% |
| 6M | -47.4% | +1.8% | -49.2% | -50.5% |
| YTD | -62.2% | +1.8% | -64.0% | -64.5% |
| 1Y | -68.3% | +3.3% | -71.6% | -71.6% |
| 3Y | -83.4% | +27.0% | -110.4% | -92.1% |
| 5Y | -80.3% | +21.0% | -101.3% | -88.1% |
| All | +128.8% | +49.7% | +79.1% | -13.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling