+122.9%
TTD vs USHY
+49.7%
+73.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +2.2% |
| 7D | -7.4% | -0.7% | -6.7% | -5.2% |
| 30D | +3.0% | -0.5% | +3.6% | +4.9% |
| 3M | -27.6% | +0.5% | -28.1% | -28.8% |
| 6M | -49.5% | +1.5% | -51.0% | -52.0% |
| YTD | -63.2% | +1.7% | -64.9% | -65.4% |
| 1Y | -69.7% | +3.5% | -73.3% | -73.1% |
| 3Y | -83.3% | +27.2% | -110.5% | -92.1% |
| 5Y | -80.8% | +21.0% | -101.8% | -88.4% |
| All | +122.9% | +49.7% | +73.2% | -15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling