+802.2%
TTMI vs CAH
+392.8%
+409.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.2% |
| 7D | +6.0% | -5.1% | +11.1% | +7.1% |
| 30D | -6.4% | -1.8% | -4.7% | -6.2% |
| 3M | -28.9% | +9.4% | -38.3% | -30.7% |
| 6M | +26.9% | +9.2% | +17.6% | +23.6% |
| YTD | +77.3% | +15.7% | +61.6% | +70.3% |
| 1Y | +147.5% | +59.7% | +87.8% | +117.0% |
| 3Y | +847.6% | +178.5% | +669.2% | +576.8% |
| 5Y | +802.2% | +398.3% | +404.0% | +398.9% |
| All | +802.2% | +392.8% | +409.4% | +398.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling