+329.6%
TTD vs CNH
+119.8%
+209.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.8% | -0.3% |
| 7D | +5.2% | -1.7% | +6.9% | +6.0% |
| 30D | +6.9% | -7.2% | +14.2% | +10.3% |
| 3M | -26.8% | +6.5% | -33.4% | -30.2% |
| 6M | -46.1% | +7.9% | -54.0% | -49.9% |
| YTD | -65.9% | +26.6% | -92.5% | -71.7% |
| 1Y | -71.8% | +13.8% | -85.6% | -75.3% |
| 3Y | -83.3% | +9.2% | -92.5% | -85.5% |
| 5Y | -81.1% | -15.6% | -65.6% | -81.7% |
| 10Y | +441.7% | +119.2% | +322.5% | +236.1% |
| All | +329.6% | +119.8% | +209.8% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling