+798.9%
TTMI vs USHY
+20.9%
+778.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.2% |
| 7D | +6.0% | -0.7% | +6.8% | +8.3% |
| 30D | -6.4% | -0.5% | -5.9% | -4.9% |
| 3M | -28.9% | +0.5% | -29.4% | -29.6% |
| 6M | +26.9% | +1.5% | +25.4% | +23.5% |
| YTD | +77.3% | +1.7% | +75.6% | +72.5% |
| 1Y | +147.5% | +3.5% | +144.0% | +131.6% |
| 3Y | +847.6% | +27.2% | +820.5% | +479.4% |
| All | +798.9% | +20.9% | +778.0% | +509.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling