+123.7%
TTD vs USHY
+50.7%
+73.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +1.6% | 0.0% | +1.6% | +1.7% |
| 3M | -27.8% | +1.2% | -29.0% | -30.4% |
| 6M | -52.1% | +2.6% | -54.7% | -56.1% |
| YTD | -63.1% | +2.4% | -65.5% | -66.0% |
| 1Y | -73.1% | +4.2% | -77.3% | -76.6% |
| 3Y | -83.3% | +28.0% | -111.3% | -92.3% |
| 5Y | -80.6% | +21.8% | -102.4% | -88.6% |
| All | +123.7% | +50.7% | +73.0% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling