-73.5%
TTD vs CNH
+22.6%
-96.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.0% |
| 7D | -4.6% | +1.8% | -6.4% | -4.5% |
| 30D | +3.7% | +32.6% | -29.0% | +5.0% |
| 3M | -30.2% | +29.4% | -59.6% | -29.4% |
| 6M | -51.4% | +26.0% | -77.4% | -50.1% |
| YTD | -63.4% | +52.2% | -115.6% | -66.3% |
| 1Y | -73.5% | +23.9% | -97.4% | -72.6% |
| All | -73.5% | +22.6% | -96.1% | -72.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling