+708.0%
TTMI vs CNH
+42.8%
+665.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +8.2% |
| 7D | +7.2% | +6.7% | +0.6% | +5.0% |
| 30D | -28.7% | +7.2% | -35.9% | -30.6% |
| 3M | -39.8% | +17.5% | -57.3% | -44.7% |
| 6M | -51.7% | +15.0% | -66.7% | -55.6% |
| YTD | +14.1% | +36.8% | -22.7% | -2.8% |
| 1Y | +16.0% | +27.6% | -11.7% | +1.9% |
| 3Y | +452.7% | +34.3% | +418.3% | +365.8% |
| 5Y | +451.5% | -12.2% | +463.7% | +436.8% |
| 10Y | +443.1% | +113.9% | +329.3% | +249.2% |
| All | +708.0% | +42.8% | +665.2% | +458.5% |
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