-80.3%
TTD vs CHYM
-19.7%
-60.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.9% | -7.9% | -3.3% |
| 7D | -4.6% | +3.4% | -8.0% | -5.8% |
| 30D | +3.7% | +12.0% | -8.3% | -0.3% |
| 3M | -30.2% | +102.4% | -132.6% | -46.0% |
| 6M | -51.4% | +52.7% | -104.1% | -58.8% |
| YTD | -63.4% | +37.3% | -100.7% | -68.1% |
| 1Y | -73.5% | +42.2% | -115.7% | -76.8% |
| All | -80.3% | -19.7% | -60.7% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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