+145.0%
TT vs CAH
+400.8%
-255.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | -7.3% | +1.7% | -9.0% | -7.8% |
| 3M | -2.6% | +17.9% | -20.5% | -7.0% |
| 6M | +5.9% | +10.9% | -5.0% | +2.6% |
| YTD | +15.4% | +17.9% | -2.5% | +9.5% |
| 1Y | +8.2% | +61.7% | -53.4% | -7.1% |
| 3Y | +122.7% | +183.7% | -61.1% | +54.7% |
| 5Y | +145.0% | +401.3% | -256.4% | +39.9% |
| All | +145.0% | +400.8% | -255.8% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling