-26.4%
NOW vs TTD
-84.7%
+58.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -3.0% | +5.2% | -8.2% | -4.6% |
| 30D | -26.0% | +6.9% | -33.0% | -27.9% |
| 3M | -13.1% | -26.8% | +13.7% | -5.6% |
| 6M | +14.5% | -46.1% | +60.7% | +37.9% |
| YTD | -33.4% | -65.9% | +32.5% | -8.1% |
| 1Y | -40.6% | -71.8% | +31.2% | -13.2% |
| 3Y | -16.3% | -83.3% | +67.0% | +23.3% |
| All | -26.4% | -84.7% | +58.3% | +5.4% |
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