+414.0%
TTD vs CHD
+168.2%
+245.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +20.8% | +0.4% | +20.4% | +20.7% |
| 30D | +27.1% | +11.6% | +15.5% | +24.1% |
| 3M | +14.7% | +10.7% | +4.0% | +12.2% |
| 6M | -26.8% | +20.2% | -47.1% | -29.6% |
| YTD | -59.2% | +34.5% | -93.8% | -62.0% |
| 1Y | -64.7% | +32.6% | -97.2% | -66.9% |
| 3Y | -75.8% | +29.1% | -104.9% | -77.8% |
| 5Y | -84.6% | +31.5% | -116.1% | -86.2% |
| 10Y | +507.9% | +190.9% | +316.9% | +327.9% |
| All | +414.0% | +168.2% | +245.7% | +316.8% |
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