+818.7%
NOW vs TTD
+401.9%
+416.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.7% |
| 7D | -2.4% | +6.3% | -8.7% | -4.1% |
| 30D | +20.5% | -23.9% | +44.4% | +28.2% |
| 3M | +18.3% | -31.4% | +49.7% | +30.1% |
| 6M | +24.1% | -42.7% | +66.7% | +42.9% |
| YTD | -7.8% | -62.0% | +54.2% | +18.5% |
| 1Y | -21.4% | -72.2% | +50.8% | +9.2% |
| 3Y | +19.5% | -81.9% | +101.5% | +67.4% |
| 5Y | +4.1% | -81.5% | +85.6% | +32.8% |
| All | +818.7% | +401.9% | +416.8% | +576.8% |
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