-69.7%
TTD vs CAH
+58.4%
-128.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.4% |
| 7D | -7.4% | -5.1% | -2.4% | -8.1% |
| 30D | +3.0% | -1.8% | +4.8% | +2.8% |
| 3M | -27.6% | +9.4% | -36.9% | -26.1% |
| 6M | -49.5% | +9.2% | -58.7% | -48.8% |
| YTD | -63.2% | +15.7% | -78.9% | -62.3% |
| 1Y | -69.7% | +59.7% | -129.5% | -68.4% |
| All | -69.7% | +58.4% | -128.1% | -68.4% |
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