-79.9%
TTD vs CRH
+93.9%
-173.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.0% |
| 7D | -0.6% | -6.1% | +5.4% | +3.6% |
| 30D | +6.3% | -9.3% | +15.6% | +13.1% |
| 3M | -24.1% | -15.2% | -8.9% | -16.5% |
| 6M | -47.4% | -14.2% | -33.2% | -43.9% |
| YTD | -62.2% | -28.3% | -34.0% | -54.3% |
| 1Y | -68.3% | -21.8% | -46.5% | -64.7% |
| 3Y | -83.4% | +71.6% | -155.0% | -91.8% |
| All | -79.9% | +93.9% | -173.8% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling