-23.1%
NKE vs TTD
+398.8%
-421.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | +0.1% |
| 7D | -4.2% | -0.6% | -3.5% | -4.1% |
| 30D | -8.2% | +6.3% | -14.5% | -9.1% |
| 3M | -19.1% | -24.1% | +5.0% | -16.3% |
| 6M | -32.6% | -47.4% | +14.8% | -26.8% |
| YTD | -40.7% | -62.2% | +21.5% | -32.7% |
| 1Y | -48.9% | -68.3% | +19.4% | -40.5% |
| 3Y | -59.2% | -83.4% | +24.2% | -51.0% |
| 5Y | -75.3% | -80.3% | +5.0% | -72.8% |
| All | -23.1% | +398.8% | -421.9% | -32.8% |
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 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