+10.7%
TTMI vs CHD
+30.9%
-20.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.6% | -12.7% | -7.6% |
| 7D | -19.2% | +6.9% | -26.1% | -13.5% |
| 30D | -44.9% | +17.1% | -62.0% | -37.2% |
| 3M | -44.7% | +9.1% | -53.8% | -39.0% |
| 6M | -53.4% | +21.4% | -74.8% | -46.7% |
| YTD | +6.3% | +34.9% | -28.5% | +35.2% |
| 1Y | +10.7% | +31.0% | -20.3% | +37.0% |
| All | +10.7% | +30.9% | -20.2% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling