+136.3%
NVO vs TTD
+398.8%
-262.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.8% | -2.3% |
| 7D | -7.6% | -0.6% | -7.0% | -7.5% |
| 30D | -6.0% | +6.3% | -12.3% | -6.5% |
| 3M | -0.8% | -24.1% | +23.4% | +0.9% |
| 6M | +16.5% | -47.4% | +63.9% | +21.7% |
| YTD | -11.1% | -62.2% | +51.1% | -4.8% |
| 1Y | -16.7% | -68.3% | +51.6% | -9.7% |
| 3Y | -52.9% | -83.4% | +30.5% | -48.0% |
| 5Y | -3.0% | -80.3% | +77.3% | +2.1% |
| All | +136.3% | +398.8% | -262.5% | +92.8% |
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