+731.8%
TTMI vs USHY
+50.7%
+681.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.1% |
| 7D | +12.2% | 0.0% | +12.1% | +12.1% |
| 30D | -5.7% | 0.0% | -5.7% | -5.6% |
| 3M | -27.5% | +1.2% | -28.6% | -29.2% |
| 6M | +47.1% | +2.6% | +44.5% | +40.4% |
| YTD | +87.5% | +2.4% | +85.0% | +80.3% |
| 1Y | +175.2% | +4.2% | +171.0% | +156.0% |
| 3Y | +901.9% | +28.0% | +873.9% | +526.3% |
| 5Y | +843.5% | +21.8% | +821.7% | +563.3% |
| All | +731.8% | +50.7% | +681.1% | +307.9% |
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