+736.3%
TT vs CAH
+418.0%
+318.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +4.0% | +3.5% | +0.6% | +3.0% |
| 30D | -11.3% | +13.5% | -24.8% | -14.6% |
| 3M | -12.3% | +21.8% | -34.1% | -17.4% |
| 6M | -10.8% | +51.5% | -62.4% | -21.5% |
| YTD | +8.2% | +38.1% | -29.9% | -2.7% |
| 1Y | +1.5% | +37.7% | -36.2% | -8.6% |
| 3Y | +91.5% | +179.6% | -88.1% | +35.9% |
| 5Y | +130.2% | +504.9% | -374.7% | +26.6% |
| All | +736.3% | +418.0% | +318.3% | +343.4% |
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