+14,847.0%
TT vs CAH
+16,780.0%
-1,933.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.7% | +4.4% |
| 7D | +1.7% | +7.8% | -6.1% | -0.6% |
| 30D | -11.8% | +15.5% | -27.3% | -15.7% |
| 3M | -12.6% | +16.3% | -28.9% | -16.8% |
| 6M | -9.4% | +50.0% | -59.4% | -20.3% |
| YTD | +8.8% | +34.7% | -25.9% | -1.7% |
| 1Y | -2.5% | +35.9% | -38.5% | -12.2% |
| 3Y | +95.7% | +178.5% | -82.8% | +39.1% |
| 5Y | +135.7% | +515.7% | -379.9% | +30.1% |
| 10Y | +750.6% | +421.5% | +329.1% | +365.3% |
| All | +14,847.0% | +16,780.0% | -1,933.0% | +3,694.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling