+45.4%
NU vs TTD
-85.7%
+131.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -4.2% | -7.4% | +3.2% | -1.6% |
| 30D | +10.0% | +3.0% | +7.0% | +8.6% |
| 3M | +29.3% | -27.6% | +56.8% | +41.7% |
| 6M | +0.9% | -49.5% | +50.4% | +24.1% |
| YTD | -10.3% | -63.2% | +52.9% | +22.6% |
| 1Y | -3.2% | -69.7% | +66.6% | +41.5% |
| 3Y | +120.6% | -83.3% | +203.9% | +232.5% |
| All | +45.4% | -85.7% | +131.1% | +110.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling