+1,031.9%
NBIS vs TTD
-87.8%
+1,119.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.4% | +11.9% | +8.5% |
| 7D | +8.2% | +6.3% | +1.9% | +6.6% |
| 30D | +3.4% | -23.9% | +27.3% | +9.3% |
| 3M | -12.8% | -31.4% | +18.6% | -5.9% |
| 6M | +131.5% | -42.7% | +174.2% | +158.0% |
| YTD | +170.5% | -62.0% | +232.4% | +241.5% |
| 1Y | +248.8% | -72.2% | +321.0% | +384.2% |
| All | +1,031.9% | -87.8% | +1,119.7% | +1,510.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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