-69.1%
TTD vs USHY
+3.5%
-72.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | -7.4% | -0.7% | -6.7% | -6.5% |
| 30D | +3.0% | -0.5% | +3.6% | +3.8% |
| 3M | -27.6% | +0.5% | -28.1% | -27.8% |
| 6M | -49.5% | +1.5% | -51.0% | -50.0% |
| YTD | -63.2% | +1.7% | -64.9% | -64.1% |
| All | -69.1% | +3.5% | -72.6% | -70.4% |
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