+293.4%
NEM vs TTD
+385.9%
-92.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -3.3% | -7.4% | +4.1% | -3.1% |
| 30D | +7.8% | +3.0% | +4.8% | +7.7% |
| 3M | +36.3% | -27.6% | +63.8% | +37.3% |
| 6M | +6.6% | -49.5% | +56.1% | +8.6% |
| YTD | +27.1% | -63.2% | +90.3% | +31.1% |
| 1Y | +62.3% | -69.7% | +132.1% | +68.5% |
| 3Y | +245.1% | -83.3% | +328.4% | +259.3% |
| 5Y | +154.0% | -80.8% | +234.8% | +157.3% |
| All | +293.4% | +385.9% | -92.5% | +250.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling