+146.0%
TT vs CNH
+11.5%
+134.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.3% |
| 7D | 0.0% | +23.3% | -23.3% | -6.1% |
| 30D | -7.2% | +33.5% | -40.6% | -15.1% |
| 3M | -3.0% | +32.7% | -35.7% | -11.4% |
| 6M | +1.4% | +22.2% | -20.8% | -5.6% |
| YTD | +15.9% | +57.7% | -41.8% | +0.3% |
| 1Y | +9.4% | +28.0% | -18.6% | +0.2% |
| 3Y | +124.4% | +11.5% | +112.8% | +109.5% |
| All | +146.0% | +11.5% | +134.6% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling