+499.2%
NOW vs TTD
+435.2%
+64.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -3.0% | +5.2% | -8.2% | -4.4% |
| 30D | -26.0% | +6.9% | -33.0% | -27.6% |
| 3M | -13.1% | -26.8% | +13.7% | -6.5% |
| 6M | +14.5% | -46.1% | +60.7% | +34.9% |
| YTD | -33.4% | -65.9% | +32.5% | -11.4% |
| 1Y | -40.6% | -71.8% | +31.2% | -16.9% |
| 3Y | -16.3% | -83.3% | +67.0% | +20.9% |
| 5Y | -26.3% | -81.1% | +54.8% | -5.7% |
| All | +499.2% | +435.2% | +64.0% | +302.0% |
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