-72.2%
TTD vs CAH
+65.8%
-138.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.5% |
| 7D | +6.3% | +5.4% | +1.0% | +7.2% |
| 30D | -23.9% | +3.3% | -27.2% | -23.5% |
| 3M | -31.4% | +22.8% | -54.2% | -28.8% |
| 6M | -42.7% | +11.3% | -53.9% | -41.9% |
| YTD | -62.0% | +21.1% | -83.1% | -61.1% |
| 1Y | -72.2% | +67.2% | -139.4% | -72.2% |
| All | -72.2% | +65.8% | -138.0% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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