+140.9%
NOK vs TTD
-69.0%
+209.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +4.8% |
| 7D | +11.0% | -0.6% | +11.6% | +11.0% |
| 30D | +7.8% | +6.3% | +1.5% | +7.7% |
| 3M | -21.0% | -24.1% | +3.1% | -20.5% |
| 6M | +40.9% | -47.4% | +88.3% | +40.3% |
| YTD | +72.0% | -62.2% | +134.2% | +68.3% |
| 1Y | +140.9% | -68.3% | +209.2% | +115.5% |
| All | +140.9% | -69.0% | +209.9% | +115.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling