+911.5%
TT vs CNH
+162.8%
+748.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.6% |
| 7D | 0.0% | +23.3% | -23.3% | -7.7% |
| 30D | -7.2% | +33.5% | -40.6% | -17.1% |
| 3M | -3.0% | +32.7% | -35.7% | -13.4% |
| 6M | +1.4% | +22.2% | -20.8% | -7.3% |
| YTD | +15.9% | +57.7% | -41.8% | -3.8% |
| 1Y | +9.4% | +28.0% | -18.6% | -2.3% |
| 3Y | +124.4% | +11.5% | +112.8% | +103.2% |
| 5Y | +138.0% | +11.9% | +126.1% | +106.8% |
| All | +911.5% | +162.8% | +748.7% | +458.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling