+565.7%
NOW vs TTD
+345.6%
+220.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.8% | -5.0% |
| 7D | -6.7% | -1.9% | -4.8% | -6.1% |
| 30D | -25.8% | +7.5% | -33.3% | -27.5% |
| 3M | -12.7% | -32.4% | +19.8% | -4.2% |
| 6M | +11.2% | -47.9% | +59.2% | +31.8% |
| YTD | -33.2% | -66.3% | +33.1% | -11.4% |
| 1Y | -41.8% | -73.1% | +31.3% | -18.1% |
| 3Y | -15.7% | -83.8% | +68.2% | +21.9% |
| 5Y | -26.0% | -81.3% | +55.3% | -5.3% |
| 10Y | +515.1% | +436.7% | +78.4% | +371.6% |
| All | +565.7% | +345.6% | +220.1% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling