-82.9%
TTD vs CNH
+12.3%
-95.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.4% | -5.5% |
| 7D | +6.3% | +23.3% | -17.0% | +0.1% |
| 30D | -23.9% | +33.5% | -57.3% | -30.2% |
| 3M | -31.4% | +32.7% | -64.1% | -37.2% |
| 6M | -42.7% | +22.2% | -64.8% | -46.6% |
| YTD | -62.0% | +57.7% | -119.7% | -69.0% |
| 1Y | -72.2% | +28.0% | -100.2% | -74.9% |
| All | -82.9% | +12.3% | -95.2% | -84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling