+506.3%
NOW vs TTD
+545.2%
-38.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.3% | -6.3% | -4.0% |
| 7D | -8.7% | +19.9% | -28.7% | -13.8% |
| 30D | -29.3% | +27.6% | -56.9% | -34.5% |
| 3M | -21.8% | +15.2% | -37.0% | -25.5% |
| 6M | +9.2% | -33.2% | +42.4% | +20.5% |
| YTD | -35.0% | -59.4% | +24.4% | -18.1% |
| 1Y | -42.5% | -64.4% | +21.8% | -25.0% |
| 3Y | -21.5% | -75.9% | +54.4% | +2.1% |
| 5Y | -25.8% | -82.6% | +56.8% | -2.7% |
| 10Y | +506.3% | +558.1% | -51.8% | +283.4% |
| All | +506.3% | +545.2% | -38.8% | +283.4% |
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