-10.6%
NOK vs TTD
+21.1%
-31.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +2.1% |
| 7D | +2.2% | +20.8% | -18.6% | +1.0% |
| 30D | -14.7% | +33.8% | -48.6% | -12.4% |
| 3M | -10.6% | +17.8% | -28.4% | -12.5% |
| All | -10.6% | +21.1% | -31.7% | -12.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling