+15,818.7%
TT vs CAH
+15,076.3%
+742.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.2% | +5.4% | -5.6% | -1.8% |
| 30D | -7.4% | +3.3% | -10.7% | -8.3% |
| 3M | -3.2% | +22.8% | -26.0% | -9.2% |
| 6M | +1.1% | +11.3% | -10.2% | -2.6% |
| YTD | +15.6% | +21.1% | -5.5% | +8.2% |
| 1Y | +9.2% | +67.2% | -58.1% | -7.9% |
| 3Y | +124.4% | +195.6% | -71.3% | +56.9% |
| 5Y | +138.0% | +413.8% | -275.8% | +39.0% |
| 10Y | +886.4% | +309.6% | +576.8% | +480.7% |
| All | +15,818.7% | +15,076.3% | +742.3% | +4,083.8% |
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 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