+379.4%
TTD vs CNH
+173.8%
+205.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.4% | -6.2% |
| 7D | +6.3% | +23.3% | -17.0% | -3.6% |
| 30D | -23.9% | +33.5% | -57.3% | -34.0% |
| 3M | -31.4% | +32.7% | -64.1% | -40.7% |
| 6M | -42.7% | +22.2% | -64.8% | -50.0% |
| YTD | -62.0% | +57.7% | -119.7% | -71.2% |
| 1Y | -72.2% | +28.0% | -100.2% | -76.6% |
| 3Y | -81.9% | +11.5% | -93.5% | -84.2% |
| 5Y | -81.5% | +11.9% | -93.4% | -84.1% |
| All | +379.4% | +173.8% | +205.6% | +162.2% |
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 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