-80.7%
TTD vs CHD
+21.0%
-101.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.6% |
| 7D | +1.7% | -2.9% | +4.6% | +2.1% |
| 30D | +1.6% | -6.2% | +7.8% | +2.3% |
| 3M | -27.8% | +1.6% | -29.4% | -27.8% |
| 6M | -52.1% | -3.5% | -48.6% | -52.0% |
| YTD | -63.1% | +16.2% | -79.3% | -63.7% |
| 1Y | -73.1% | +3.4% | -76.4% | -73.3% |
| 3Y | -83.3% | +4.6% | -87.9% | -83.8% |
| All | -80.7% | +21.0% | -101.7% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling