+220.3%
TTMI vs CHD
+5,257.6%
-5,037.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.4% |
| 7D | +11.4% | +3.6% | +7.7% | +9.9% |
| 30D | -28.3% | +10.4% | -38.7% | -31.8% |
| 3M | -46.7% | +12.2% | -58.8% | -49.8% |
| 6M | -56.1% | +19.9% | -76.0% | -60.3% |
| YTD | +7.4% | +36.4% | -29.0% | -8.3% |
| 1Y | +17.4% | +35.1% | -17.7% | +0.4% |
| 3Y | +429.1% | +29.2% | +400.0% | +342.9% |
| 5Y | +418.8% | +33.4% | +385.4% | +315.6% |
| 10Y | +411.2% | +195.0% | +216.2% | +155.1% |
| All | +220.3% | +5,257.6% | -5,037.2% | -41.7% |
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