-24.4%
NOW vs TTD
-82.3%
+58.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.5% | +2.0% |
| 7D | -5.6% | +20.8% | -26.3% | -11.6% |
| 30D | -26.8% | +33.8% | -60.6% | -34.0% |
| 3M | -19.4% | +17.8% | -37.3% | -24.3% |
| 6M | +12.3% | -25.7% | +38.1% | +21.4% |
| YTD | -32.9% | -57.9% | +25.0% | -13.9% |
| 1Y | -40.3% | -63.8% | +23.5% | -19.8% |
| 3Y | -19.1% | -75.0% | +56.0% | +3.9% |
| 5Y | -24.4% | -82.5% | +58.2% | +4.4% |
| All | -24.4% | -82.3% | +58.0% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling