+3.4%
NU vs TTD
-73.2%
+76.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -1.3% |
| 7D | +7.5% | +6.3% | +1.1% | +6.6% |
| 30D | +6.1% | -23.9% | +30.0% | +9.8% |
| 3M | +26.8% | -31.4% | +58.2% | +32.7% |
| 6M | +2.5% | -42.7% | +45.1% | +9.5% |
| YTD | -8.2% | -62.0% | +53.8% | +5.9% |
| 1Y | +3.4% | -72.2% | +75.6% | +24.8% |
| All | +3.4% | -73.2% | +76.6% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling