+420.4%
TTMI vs CNH
+107.8%
+312.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -2.1% |
| 7D | -11.5% | +4.5% | -16.0% | -12.8% |
| 30D | -40.3% | +7.6% | -47.9% | -42.3% |
| 3M | -44.5% | +17.0% | -61.5% | -49.2% |
| 6M | -54.1% | +12.9% | -67.0% | -57.8% |
| YTD | +4.7% | +34.3% | -29.6% | -11.2% |
| 1Y | +3.3% | +28.5% | -25.2% | -10.6% |
| 3Y | +407.2% | +31.9% | +375.4% | +323.6% |
| 5Y | +406.5% | -9.6% | +416.1% | +382.9% |
| 10Y | +420.4% | +106.3% | +314.1% | +273.9% |
| All | +420.4% | +107.8% | +312.6% | +273.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling