+103.3%
NU vs TTD
-83.6%
+186.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -2.6% | -4.6% | +2.0% | -1.7% |
| 30D | +8.2% | +3.7% | +4.6% | +7.4% |
| 3M | +26.3% | -30.2% | +56.5% | +33.7% |
| 6M | +2.2% | -51.4% | +53.7% | +15.4% |
| YTD | -10.4% | -63.4% | +53.0% | +6.4% |
| 1Y | -3.0% | -73.5% | +70.5% | +22.3% |
| All | +103.3% | -83.6% | +186.9% | +170.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling