+957.3%
TT vs CAH
+295.7%
+661.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.4% | -2.2% | +3.6% | +2.1% |
| 30D | -6.7% | +1.2% | -7.8% | -7.0% |
| 3M | -5.4% | +13.1% | -18.5% | -9.0% |
| 6M | +4.4% | +8.5% | -4.1% | +1.5% |
| YTD | +14.9% | +17.6% | -2.7% | +8.6% |
| 1Y | +9.3% | +60.7% | -51.4% | -6.6% |
| 3Y | +121.7% | +183.2% | -61.4% | +56.6% |
| 5Y | +148.2% | +402.2% | -254.0% | +44.9% |
| 10Y | +957.3% | +302.3% | +654.9% | +501.8% |
| All | +957.3% | +295.7% | +661.5% | +501.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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