+364.1%
TTD vs CRH
+245.0%
+119.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.9% |
| 7D | -7.4% | -4.8% | -2.7% | -4.5% |
| 30D | +3.0% | -13.1% | +16.1% | +12.6% |
| 3M | -27.6% | -12.0% | -15.6% | -22.5% |
| 6M | -49.5% | -16.9% | -32.6% | -44.8% |
| YTD | -63.2% | -29.0% | -34.2% | -55.5% |
| 1Y | -69.7% | -20.3% | -49.4% | -66.7% |
| 3Y | -83.3% | +69.2% | -152.6% | -90.2% |
| 5Y | -80.8% | +94.6% | -175.4% | -89.8% |
| All | +364.1% | +245.0% | +119.2% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling