-16.7%
NVO vs TTD
-69.0%
+52.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.8% | -2.5% |
| 7D | -7.6% | -0.6% | -7.0% | -7.5% |
| 30D | -6.0% | +6.3% | -12.3% | -6.8% |
| 3M | -0.8% | -24.1% | +23.4% | +2.4% |
| 6M | +16.5% | -47.4% | +63.9% | +30.5% |
| YTD | -11.1% | -62.2% | +51.1% | +6.7% |
| 1Y | -16.7% | -68.3% | +51.6% | +12.7% |
| All | -16.7% | -69.0% | +52.3% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling