-84.0%
TTD vs USHY
+27.6%
-111.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.3% |
| 7D | -4.6% | -0.1% | -4.5% | -4.1% |
| 30D | +3.7% | 0.0% | +3.7% | +3.9% |
| 3M | -30.2% | +0.8% | -31.1% | -32.3% |
| 6M | -51.4% | +1.9% | -53.3% | -54.7% |
| YTD | -63.4% | +2.3% | -65.7% | -66.4% |
| 1Y | -73.5% | +4.1% | -77.7% | -77.4% |
| All | -84.0% | +27.6% | -111.6% | -92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling