+51.1%
NEM vs TTD
-72.7%
+123.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.9% | +7.0% | +10.1% |
| 7D | +3.7% | +3.7% | 0.0% | +3.9% |
| 30D | +2.0% | +10.4% | -8.5% | +2.8% |
| 3M | +21.1% | -31.6% | +52.7% | +18.4% |
| 6M | +9.5% | -45.1% | +54.6% | +6.3% |
| YTD | +19.1% | -65.1% | +84.2% | +23.6% |
| 1Y | +51.1% | -72.0% | +123.1% | +72.8% |
| All | +51.1% | -72.7% | +123.8% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling