-7.1%
TT vs CNH
+11.5%
-18.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.7% |
| 7D | -2.0% | -1.7% | -0.3% | -1.6% |
| 30D | -14.0% | -7.2% | -6.8% | -12.5% |
| 3M | -15.9% | +6.5% | -22.4% | -18.8% |
| 6M | -17.3% | +7.9% | -25.2% | -21.0% |
| YTD | +4.0% | +26.6% | -22.6% | -1.0% |
| 1Y | -7.1% | +13.8% | -20.9% | -10.3% |
| All | -7.1% | +11.5% | -18.6% | -10.3% |
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 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