+365.8%
TTD vs CNH
+158.6%
+207.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.6% | +2.7% | -0.3% |
| 7D | +1.7% | +8.8% | -7.1% | -2.3% |
| 30D | +1.6% | +24.7% | -23.1% | -9.0% |
| 3M | -27.8% | +27.3% | -55.2% | -36.5% |
| 6M | -52.1% | +23.2% | -75.3% | -58.4% |
| YTD | -63.1% | +48.9% | -112.0% | -71.3% |
| 1Y | -73.1% | +19.4% | -92.5% | -76.6% |
| 3Y | -83.3% | +7.8% | -91.0% | -85.1% |
| 5Y | -80.6% | +8.7% | -89.3% | -83.1% |
| All | +365.8% | +158.6% | +207.2% | +161.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling