+250.4%
NEM vs TTD
-82.9%
+333.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.8% |
| 7D | +0.3% | +6.3% | -6.0% | +0.3% |
| 30D | +23.1% | -23.9% | +47.0% | +23.4% |
| 3M | +18.5% | -31.4% | +49.9% | +19.1% |
| 6M | +7.8% | -42.7% | +50.4% | +8.7% |
| YTD | +29.1% | -62.0% | +91.1% | +32.4% |
| 1Y | +72.7% | -72.2% | +144.9% | +79.0% |
| All | +250.4% | -82.9% | +333.3% | +243.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling