-80.9%
TTD vs CAH
+400.5%
-481.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -4.6% | -2.2% | -2.4% | -4.3% |
| 30D | +3.7% | +1.2% | +2.5% | +3.5% |
| 3M | -30.2% | +13.1% | -43.3% | -31.2% |
| 6M | -51.4% | +8.5% | -59.9% | -51.9% |
| YTD | -63.4% | +17.6% | -81.1% | -64.4% |
| 1Y | -73.5% | +60.7% | -134.2% | -75.9% |
| 3Y | -83.5% | +183.2% | -266.6% | -87.6% |
| 5Y | -80.9% | +402.2% | -483.1% | -90.1% |
| All | -80.9% | +400.5% | -481.4% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling