+301.4%
NEM vs TTD
+382.8%
-81.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +3.1% | -4.6% | +7.7% | +3.2% |
| 30D | +10.0% | +3.7% | +6.3% | +9.8% |
| 3M | +30.9% | -30.2% | +61.1% | +32.1% |
| 6M | +10.5% | -51.4% | +61.9% | +12.9% |
| YTD | +29.7% | -63.4% | +93.2% | +33.8% |
| 1Y | +71.1% | -73.5% | +144.6% | +78.4% |
| 3Y | +252.1% | -83.5% | +335.6% | +266.7% |
| 5Y | +157.7% | -80.9% | +238.7% | +161.2% |
| All | +301.4% | +382.8% | -81.4% | +257.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling