-75.3%
NKE vs TTD
-84.3%
+9.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.3% |
| 7D | -1.6% | +21.3% | -22.8% | -5.4% |
| 30D | +7.6% | +28.7% | -21.1% | +2.2% |
| 3M | -6.9% | +7.7% | -14.6% | -8.7% |
| 6M | -8.5% | -23.5% | +15.0% | -5.3% |
| YTD | -38.8% | -58.7% | +19.9% | -29.3% |
| 1Y | -40.6% | -63.4% | +22.9% | -29.8% |
| 3Y | -60.9% | -75.3% | +14.4% | -55.2% |
| All | -75.3% | -84.3% | +9.0% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling