+514.0%
NOW vs TTD
+513.2%
+0.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | +0.3% | +21.3% | -21.0% | -5.6% |
| 30D | -27.0% | +28.7% | -55.7% | -32.5% |
| 3M | -19.6% | +7.7% | -27.3% | -21.9% |
| 6M | +17.5% | -23.5% | +40.9% | +24.7% |
| YTD | -33.3% | -58.7% | +25.4% | -16.3% |
| 1Y | -39.8% | -63.4% | +23.6% | -22.0% |
| 3Y | -19.9% | -75.3% | +55.4% | +3.5% |
| 5Y | -26.1% | -84.4% | +58.3% | -0.4% |
| All | +514.0% | +513.2% | +0.7% | +290.6% |
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