+7,999.2%
NVDA vs TTD
+505.0%
+7,494.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.4% |
| 7D | -8.5% | +20.8% | -29.3% | -13.9% |
| 30D | -27.3% | +27.1% | -54.4% | -32.8% |
| 3M | -25.8% | +14.7% | -40.4% | -29.7% |
| 6M | -24.6% | -26.8% | +2.3% | -20.5% |
| YTD | -10.7% | -59.2% | +48.6% | +10.0% |
| 1Y | -14.0% | -64.7% | +50.6% | +10.4% |
| 3Y | +244.9% | -75.8% | +320.7% | +340.4% |
| 5Y | +449.3% | -84.6% | +533.8% | +638.8% |
| All | +7,999.2% | +505.0% | +7,494.2% | +5,333.2% |
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 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