+28.0%
NU vs TTD
-83.9%
+111.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.4% | +10.4% | +11.3% |
| 7D | +9.9% | +21.3% | -11.4% | +2.4% |
| 30D | -11.5% | +28.7% | -40.2% | -19.4% |
| 3M | -5.1% | +7.7% | -12.8% | -8.4% |
| 6M | +3.1% | -23.5% | +26.6% | +9.5% |
| YTD | -21.0% | -58.7% | +37.7% | +2.8% |
| 1Y | -15.2% | -63.4% | +48.2% | +15.3% |
| 3Y | +56.4% | -75.3% | +131.7% | +99.5% |
| All | +28.0% | -83.9% | +111.9% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling