+118.8%
NOK vs TTD
+401.9%
-283.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.0% | +3.2% |
| 7D | -1.8% | +6.3% | -8.1% | -2.5% |
| 30D | +4.7% | -23.9% | +28.6% | +7.5% |
| 3M | -39.7% | -31.4% | -8.3% | -37.4% |
| 6M | +23.1% | -42.7% | +65.7% | +29.3% |
| YTD | +55.0% | -62.0% | +117.0% | +70.6% |
| 1Y | +118.0% | -72.2% | +190.3% | +148.2% |
| 3Y | +170.5% | -81.9% | +252.4% | +207.1% |
| 5Y | +84.9% | -81.5% | +166.4% | +97.2% |
| All | +118.8% | +401.9% | -283.1% | +63.2% |
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