+361.1%
TTD vs CHD
+128.5%
+232.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -4.6% | -4.2% | -0.4% | -3.7% |
| 30D | +3.7% | -7.6% | +11.2% | +5.4% |
| 3M | -30.2% | -1.6% | -28.6% | -29.9% |
| 6M | -51.4% | -6.3% | -45.1% | -50.7% |
| YTD | -63.4% | +14.6% | -78.0% | -64.7% |
| 1Y | -73.5% | +1.6% | -75.1% | -73.7% |
| 3Y | -83.5% | +3.1% | -86.6% | -84.0% |
| 5Y | -80.9% | +21.1% | -102.0% | -82.7% |
| All | +361.1% | +128.5% | +232.6% | +287.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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