-0.9%
NVO vs TTD
-81.0%
+80.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.3% |
| 7D | -7.4% | -7.4% | +0.1% | -6.7% |
| 30D | -5.5% | +3.0% | -8.5% | -5.8% |
| 3M | +4.1% | -27.6% | +31.7% | +6.6% |
| 6M | +19.3% | -49.5% | +68.8% | +25.8% |
| YTD | -9.2% | -63.2% | +54.0% | -1.8% |
| 1Y | -15.0% | -69.7% | +54.7% | -6.7% |
| 3Y | -50.9% | -83.3% | +32.5% | -45.2% |
| 5Y | -0.9% | -80.8% | +80.0% | +6.0% |
| All | -0.9% | -81.0% | +80.2% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling