+235.9%
NVDA vs TTD
-75.6%
+311.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -12.7% | +21.3% | -34.0% | -15.8% |
| 30D | -26.4% | +28.7% | -55.1% | -29.8% |
| 3M | -27.6% | +7.7% | -35.3% | -28.9% |
| 6M | -27.7% | -23.5% | -4.2% | -25.4% |
| YTD | -12.5% | -58.7% | +46.2% | +1.9% |
| 1Y | -12.6% | -63.4% | +50.8% | +4.5% |
| 3Y | +235.9% | -75.3% | +311.2% | +277.2% |
| All | +235.9% | -75.6% | +311.5% | +277.2% |
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