+508.5%
TTD vs CNH
+106.0%
+402.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +21.3% | +3.0% | +18.2% | +19.9% |
| 30D | +28.7% | -0.6% | +29.3% | +29.1% |
| 3M | +7.7% | +14.6% | -6.9% | -0.3% |
| 6M | -23.5% | +11.8% | -35.2% | -29.8% |
| YTD | -58.7% | +30.4% | -89.1% | -66.1% |
| 1Y | -63.4% | +19.1% | -82.5% | -68.6% |
| 3Y | -75.3% | +30.2% | -105.5% | -80.4% |
| 5Y | -84.4% | -17.8% | -66.6% | -84.6% |
| All | +508.5% | +106.0% | +402.5% | +299.0% |
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