+736.3%
TT vs CNH
+106.0%
+630.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +4.0% | +3.0% | +1.0% | +2.8% |
| 30D | -11.3% | -0.6% | -10.7% | -11.5% |
| 3M | -12.3% | +14.6% | -26.9% | -18.0% |
| 6M | -10.8% | +11.8% | -22.6% | -16.4% |
| YTD | +8.2% | +30.4% | -22.3% | -4.7% |
| 1Y | +1.5% | +19.1% | -17.6% | -7.7% |
| 3Y | +91.5% | +30.2% | +61.3% | +60.5% |
| 5Y | +130.2% | -17.8% | +148.0% | +124.1% |
| All | +736.3% | +106.0% | +630.3% | +439.3% |
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