+376.4%
TTD vs CRH
+248.5%
+128.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.0% |
| 7D | -0.6% | -6.1% | +5.4% | +3.5% |
| 30D | +6.3% | -9.3% | +15.6% | +13.0% |
| 3M | -24.1% | -15.2% | -8.9% | -16.5% |
| 6M | -47.4% | -14.2% | -33.2% | -43.8% |
| YTD | -62.2% | -28.3% | -34.0% | -54.6% |
| 1Y | -68.3% | -21.8% | -46.5% | -64.6% |
| 3Y | -83.4% | +71.6% | -155.0% | -90.3% |
| 5Y | -80.3% | +96.6% | -176.9% | -89.6% |
| All | +376.4% | +248.5% | +128.0% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling