+62.3%
NEM vs TTD
-72.9%
+135.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -1.9% |
| 7D | -3.3% | -7.4% | +4.1% | -3.9% |
| 30D | +7.8% | +3.0% | +4.8% | +8.3% |
| 3M | +36.3% | -27.6% | +63.8% | +34.1% |
| 6M | +6.6% | -49.5% | +56.1% | +4.7% |
| YTD | +27.1% | -63.2% | +90.3% | +28.7% |
| 1Y | +62.3% | -69.7% | +132.1% | +62.5% |
| All | +62.3% | -72.9% | +135.2% | +62.5% |
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