-19.7%
NKE vs TTD
+401.9%
-421.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.3% |
| 7D | -2.0% | +6.3% | -8.3% | -2.9% |
| 30D | -8.6% | -23.9% | +15.3% | -5.3% |
| 3M | -11.0% | -31.4% | +20.4% | -6.6% |
| 6M | -33.2% | -42.7% | +9.4% | -28.6% |
| YTD | -38.1% | -62.0% | +23.9% | -29.8% |
| 1Y | -47.4% | -72.2% | +24.8% | -37.7% |
| 3Y | -59.8% | -81.9% | +22.2% | -52.3% |
| 5Y | -74.2% | -81.5% | +7.3% | -71.4% |
| All | -19.7% | +401.9% | -421.7% | -29.9% |
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