+379.4%
TTD vs CAH
+329.4%
+50.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.2% |
| 7D | +6.3% | +5.4% | +1.0% | +4.9% |
| 30D | -23.9% | +3.3% | -27.2% | -24.5% |
| 3M | -31.4% | +22.8% | -54.2% | -35.1% |
| 6M | -42.7% | +11.3% | -53.9% | -44.6% |
| YTD | -62.0% | +21.1% | -83.1% | -64.3% |
| 1Y | -72.2% | +67.2% | -139.4% | -76.5% |
| 3Y | -81.9% | +195.6% | -277.6% | -87.7% |
| 5Y | -81.5% | +413.8% | -495.4% | -89.9% |
| All | +379.4% | +329.4% | +50.0% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling