+1,094.7%
TTMI vs CNH
+157.1%
+937.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.9% |
| 7D | +7.5% | +1.8% | +5.7% | +6.5% |
| 30D | -4.5% | +32.6% | -37.1% | -17.0% |
| 3M | -28.5% | +29.4% | -58.0% | -37.7% |
| 6M | +28.4% | +26.0% | +2.4% | +13.4% |
| YTD | +80.1% | +52.2% | +27.9% | +45.2% |
| 1Y | +161.0% | +23.9% | +137.2% | +131.1% |
| 3Y | +862.4% | +10.1% | +852.3% | +773.2% |
| 5Y | +812.9% | +13.2% | +799.8% | +688.5% |
| 10Y | +1,094.7% | +160.7% | +934.1% | +656.3% |
| All | +1,094.7% | +157.1% | +937.6% | +656.3% |
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