-20.6%
NKE vs TTD
+445.4%
-466.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.4% |
| 7D | -1.6% | +21.3% | -22.8% | -4.5% |
| 30D | +7.6% | +28.7% | -21.1% | +3.4% |
| 3M | -6.9% | +7.7% | -14.6% | -8.2% |
| 6M | -8.5% | -23.5% | +15.0% | -6.0% |
| YTD | -38.8% | -58.7% | +19.9% | -31.6% |
| 1Y | -40.6% | -63.4% | +22.9% | -32.5% |
| 3Y | -60.9% | -75.3% | +14.4% | -55.7% |
| 5Y | -75.4% | -84.4% | +9.0% | -72.1% |
| 10Y | -13.5% | +516.1% | -529.6% | -25.6% |
| All | -20.6% | +445.4% | -466.0% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling