+131.7%
NOK vs TTD
+385.9%
-254.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +8.7% | -7.4% | +16.1% | +9.6% |
| 30D | +12.5% | +3.0% | +9.5% | +11.9% |
| 3M | -20.7% | -27.6% | +6.8% | -18.4% |
| 6M | +36.2% | -49.5% | +85.6% | +45.6% |
| YTD | +64.1% | -63.2% | +127.3% | +81.3% |
| 1Y | +132.4% | -69.7% | +202.1% | +161.9% |
| 3Y | +182.9% | -83.3% | +266.2% | +224.3% |
| 5Y | +102.8% | -80.8% | +183.6% | +115.4% |
| All | +131.7% | +385.9% | -254.2% | +73.4% |
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