-52.9%
NVO vs TTD
-83.1%
+30.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.8% | -2.4% |
| 7D | -7.6% | -0.6% | -7.0% | -7.5% |
| 30D | -6.0% | +6.3% | -12.3% | -6.6% |
| 3M | -0.8% | -24.1% | +23.4% | +1.5% |
| 6M | +16.5% | -47.4% | +63.9% | +23.7% |
| YTD | -11.1% | -62.2% | +51.1% | -2.6% |
| 1Y | -16.7% | -68.3% | +51.6% | -7.3% |
| 3Y | -52.9% | -83.4% | +30.5% | -44.8% |
| All | -52.9% | -83.1% | +30.2% | -44.8% |
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 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