+48.8%
NU vs TTD
-85.2%
+134.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -0.4% |
| 7D | +7.5% | +6.3% | +1.1% | +5.2% |
| 30D | +6.1% | -23.9% | +30.0% | +15.2% |
| 3M | +26.8% | -31.4% | +58.2% | +41.8% |
| 6M | +2.5% | -42.7% | +45.1% | +19.1% |
| YTD | -8.2% | -62.0% | +53.8% | +24.1% |
| 1Y | +3.4% | -72.2% | +75.6% | +55.6% |
| 3Y | +116.2% | -81.9% | +198.1% | +214.0% |
| All | +48.8% | -85.2% | +134.0% | +112.9% |
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