+364.1%
TTD vs CAH
+310.0%
+54.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.1% |
| 7D | -7.4% | -5.1% | -2.4% | -6.1% |
| 30D | +3.0% | -1.8% | +4.8% | +3.5% |
| 3M | -27.6% | +9.4% | -36.9% | -29.4% |
| 6M | -49.5% | +9.2% | -58.7% | -50.9% |
| YTD | -63.2% | +15.7% | -78.9% | -65.0% |
| 1Y | -69.7% | +59.7% | -129.5% | -74.1% |
| 3Y | -83.3% | +178.5% | -261.8% | -88.5% |
| 5Y | -80.8% | +398.3% | -479.1% | -89.4% |
| All | +364.1% | +310.0% | +54.1% | +176.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling