+9.2%
TT vs CNH
+29.2%
-20.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.5% |
| 7D | -0.2% | +23.3% | -23.5% | -6.3% |
| 30D | -7.4% | +33.5% | -40.8% | -15.3% |
| 3M | -3.2% | +32.7% | -35.9% | -11.7% |
| 6M | +1.1% | +22.2% | -21.1% | -6.4% |
| YTD | +15.6% | +57.7% | -42.1% | +4.0% |
| 1Y | +9.2% | +28.0% | -18.8% | +1.6% |
| All | +9.2% | +29.2% | -20.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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