+816.3%
TTMI vs CHD
+21.3%
+795.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -4.1% |
| 7D | +7.5% | -4.2% | +11.6% | +7.0% |
| 30D | -4.5% | -7.6% | +3.1% | -5.1% |
| 3M | -28.5% | -1.6% | -26.9% | -28.5% |
| 6M | +28.4% | -6.3% | +34.7% | +28.2% |
| YTD | +80.1% | +14.6% | +65.5% | +81.1% |
| 1Y | +161.0% | +1.6% | +159.4% | +161.6% |
| 3Y | +862.4% | +3.1% | +859.3% | +844.6% |
| All | +816.3% | +21.3% | +795.0% | +748.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling