-83.8%
TTD vs CAH
+183.8%
-267.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -3.0% |
| 7D | +1.7% | +0.5% | +1.3% | +1.8% |
| 30D | +1.6% | +1.7% | -0.1% | +1.7% |
| 3M | -27.8% | +17.9% | -45.7% | -27.0% |
| 6M | -52.1% | +10.9% | -63.1% | -51.8% |
| YTD | -63.1% | +17.9% | -80.9% | -62.8% |
| 1Y | -73.1% | +61.7% | -134.7% | -73.1% |
| All | -83.8% | +183.8% | -267.6% | -85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling