+1,189.5%
TTMI vs CNH
+64.7%
+1,124.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.0% | +4.8% | +7.1% |
| 7D | +5.9% | +23.3% | -17.4% | -3.4% |
| 30D | -4.3% | +33.5% | -37.8% | -16.1% |
| 3M | -32.0% | +32.7% | -64.8% | -40.8% |
| 6M | +19.5% | +22.2% | -2.7% | +8.1% |
| YTD | +82.0% | +57.7% | +24.3% | +47.0% |
| 1Y | +172.6% | +28.0% | +144.6% | +140.5% |
| 3Y | +744.7% | +11.5% | +733.1% | +669.4% |
| 5Y | +805.6% | +11.9% | +793.7% | +698.7% |
| 10Y | +1,057.6% | +162.8% | +894.8% | +589.5% |
| All | +1,189.5% | +64.7% | +1,124.9% | +744.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling