+550.5%
TTD vs CNH
+134.0%
+416.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +10.9% | +4.6% | +10.5% |
| 7D | +19.0% | +8.6% | +10.4% | +14.9% |
| 30D | +23.6% | +12.6% | +11.0% | +17.2% |
| 3M | +8.2% | +17.5% | -9.3% | -1.0% |
| 6M | -35.3% | +18.1% | -53.4% | -42.0% |
| YTD | -60.7% | +40.4% | -101.1% | -68.8% |
| 1Y | -65.3% | +34.0% | -99.3% | -71.9% |
| 3Y | -80.6% | +35.3% | -115.9% | -84.7% |
| 5Y | -84.6% | -5.1% | -79.5% | -85.8% |
| 10Y | +550.5% | +124.0% | +426.5% | +329.2% |
| All | +550.5% | +134.0% | +416.6% | +329.2% |
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 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