+172.6%
TTMI vs CHD
+7.1%
+165.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.9% | +8.8% |
| 7D | +5.9% | -2.7% | +8.5% | +4.7% |
| 30D | -4.3% | -4.6% | +0.3% | -5.7% |
| 3M | -32.0% | +5.0% | -37.1% | -31.0% |
| 6M | +19.5% | -3.2% | +22.7% | +20.5% |
| YTD | +82.0% | +18.6% | +63.4% | +92.8% |
| 1Y | +172.6% | +4.8% | +167.8% | +168.8% |
| All | +172.6% | +7.1% | +165.6% | +168.8% |
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