+6.8%
NOW vs TTD
-81.6%
+88.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.6% |
| 7D | -2.4% | +6.3% | -8.7% | -4.3% |
| 30D | +20.5% | -23.9% | +44.4% | +29.2% |
| 3M | +18.3% | -31.4% | +49.7% | +31.5% |
| 6M | +24.1% | -42.7% | +66.7% | +45.1% |
| YTD | -7.8% | -62.0% | +54.2% | +21.6% |
| 1Y | -21.4% | -72.2% | +50.8% | +13.0% |
| 3Y | +19.5% | -81.9% | +101.5% | +69.8% |
| All | +6.8% | -81.6% | +88.4% | +39.1% |
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