+129.1%
TT vs CNH
+9.6%
+119.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.4% |
| 7D | -0.2% | +23.3% | -23.5% | -5.5% |
| 30D | -7.4% | +33.5% | -40.8% | -14.2% |
| 3M | -3.2% | +32.7% | -35.9% | -10.4% |
| 6M | +1.1% | +22.2% | -21.1% | -5.0% |
| YTD | +15.6% | +57.7% | -42.1% | +2.9% |
| 1Y | +9.2% | +28.0% | -18.8% | +1.5% |
| All | +129.1% | +9.6% | +119.5% | +116.3% |
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