-69.9%
TTD vs CHD
+2.2%
-72.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -4.6% | -4.2% | -0.4% | -4.1% |
| 30D | +3.7% | -7.6% | +11.2% | +4.6% |
| 3M | -30.2% | -1.6% | -28.6% | -29.8% |
| 6M | -51.4% | -6.3% | -45.1% | -51.6% |
| YTD | -63.4% | +14.6% | -78.0% | -64.5% |
| All | -69.9% | +2.2% | -72.1% | -72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling