+180.8%
NOK vs TTD
-83.5%
+264.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | +8.7% | -7.4% | +16.1% | +9.2% |
| 30D | +12.5% | +3.0% | +9.5% | +12.2% |
| 3M | -20.7% | -27.6% | +6.8% | -19.4% |
| 6M | +36.2% | -49.5% | +85.6% | +41.2% |
| YTD | +64.1% | -63.2% | +127.3% | +73.7% |
| 1Y | +132.4% | -69.7% | +202.1% | +148.6% |
| All | +180.8% | -83.5% | +264.3% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling