+94.6%
TT vs CNH
+35.8%
+58.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | +3.5% | +6.7% | -3.2% | +1.9% |
| 30D | -11.0% | +7.2% | -18.2% | -12.6% |
| 3M | -12.0% | +17.5% | -29.5% | -16.4% |
| 6M | -10.4% | +15.0% | -25.4% | -14.7% |
| YTD | +9.9% | +36.8% | -26.8% | +0.8% |
| 1Y | +1.5% | +27.6% | -26.2% | -5.7% |
| All | +94.6% | +35.8% | +58.8% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling