+1.5%
TT vs CAH
+36.6%
-35.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +3.5% | +5.9% | -2.4% | +3.1% |
| 30D | -11.0% | +16.5% | -27.6% | -12.2% |
| 3M | -12.0% | +15.7% | -27.8% | -13.1% |
| 6M | -10.4% | +52.7% | -63.1% | -14.3% |
| YTD | +9.9% | +36.3% | -26.4% | +6.1% |
| 1Y | +1.5% | +36.7% | -35.3% | -2.3% |
| All | +1.5% | +36.6% | -35.2% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling