+379.4%
TTD vs CHD
+136.6%
+242.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.4% |
| 7D | +6.3% | -2.7% | +9.0% | +6.9% |
| 30D | -23.9% | -4.6% | -19.3% | -23.1% |
| 3M | -31.4% | +5.0% | -36.4% | -32.1% |
| 6M | -42.7% | -3.2% | -39.5% | -42.4% |
| YTD | -62.0% | +18.6% | -80.6% | -63.6% |
| 1Y | -72.2% | +4.8% | -77.0% | -72.6% |
| 3Y | -81.9% | +6.1% | -88.1% | -82.6% |
| 5Y | -81.5% | +24.0% | -105.5% | -83.4% |
| All | +379.4% | +136.6% | +242.8% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling