+713.1%
TTMI vs USHY
+49.7%
+663.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | +0.7% | -0.7% | +1.4% | +2.3% |
| 30D | -8.4% | -0.7% | -7.8% | -6.9% |
| 3M | -32.5% | +0.1% | -32.5% | -32.4% |
| 6M | +32.5% | +1.8% | +30.7% | +28.8% |
| YTD | +83.2% | +1.8% | +81.5% | +79.1% |
| 1Y | +161.7% | +3.3% | +158.4% | +148.7% |
| 3Y | +890.1% | +27.0% | +863.2% | +530.9% |
| 5Y | +832.4% | +21.0% | +811.4% | +565.6% |
| All | +713.1% | +49.7% | +663.4% | +305.0% |
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