+843.5%
TTMI vs CNH
+7.1%
+836.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.6% | +8.5% | +5.5% |
| 7D | +12.2% | +8.8% | +3.4% | +7.6% |
| 30D | -5.7% | +24.7% | -30.4% | -15.7% |
| 3M | -27.5% | +27.3% | -54.8% | -36.4% |
| 6M | +47.1% | +23.2% | +24.0% | +31.0% |
| YTD | +87.5% | +48.9% | +38.5% | +51.9% |
| 1Y | +175.2% | +19.4% | +155.8% | +147.1% |
| 3Y | +901.9% | +7.8% | +894.2% | +817.0% |
| 5Y | +843.5% | +8.7% | +834.7% | +727.2% |
| All | +843.5% | +7.1% | +836.3% | +727.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling