+1,124.0%
TTMI vs CAH
+294.8%
+829.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.5% |
| 7D | +0.7% | -5.1% | +5.8% | +2.1% |
| 30D | -8.4% | +0.2% | -8.6% | -8.6% |
| 3M | -32.5% | +6.3% | -38.8% | -34.1% |
| 6M | +32.5% | +9.4% | +23.1% | +27.8% |
| YTD | +83.2% | +15.0% | +68.3% | +74.0% |
| 1Y | +161.7% | +55.4% | +106.2% | +124.8% |
| 3Y | +890.1% | +173.8% | +716.3% | +594.8% |
| 5Y | +832.4% | +395.2% | +437.3% | +428.9% |
| All | +1,124.0% | +294.8% | +829.2% | +574.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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