-59.4%
NKE vs TTD
-83.5%
+24.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -5.5% | -7.4% | +1.9% | -4.5% |
| 30D | -10.4% | +3.0% | -13.5% | -10.9% |
| 3M | -15.8% | -27.6% | +11.8% | -12.3% |
| 6M | -33.4% | -49.5% | +16.1% | -27.3% |
| YTD | -41.0% | -63.2% | +22.2% | -32.8% |
| 1Y | -49.1% | -69.7% | +20.7% | -40.4% |
| All | -59.4% | -83.5% | +24.1% | -54.0% |
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