+459.4%
TTMI vs CHD
+4,464.5%
-4,005.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.8% |
| 7D | +12.2% | -2.9% | +15.1% | +13.4% |
| 30D | -5.7% | -6.2% | +0.5% | -3.5% |
| 3M | -27.5% | +1.6% | -29.0% | -28.9% |
| 6M | +47.1% | -3.5% | +50.7% | +47.1% |
| YTD | +87.5% | +16.2% | +71.2% | +72.8% |
| 1Y | +175.2% | +3.4% | +171.8% | +164.6% |
| 3Y | +901.9% | +4.6% | +897.3% | +822.6% |
| 5Y | +843.5% | +21.1% | +822.3% | +689.0% |
| 10Y | +1,077.0% | +126.5% | +950.4% | +568.1% |
| All | +459.4% | +4,464.5% | -4,005.2% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling