+147.8%
NVO vs TTD
+387.7%
-239.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.2% | -2.9% |
| 7D | +0.1% | +1.7% | -1.7% | 0.0% |
| 30D | -3.2% | +1.6% | -4.8% | -3.4% |
| 3M | +11.5% | -27.8% | +39.3% | +13.9% |
| 6M | +22.9% | -52.1% | +75.0% | +29.4% |
| YTD | -6.8% | -63.1% | +56.3% | 0.0% |
| 1Y | -12.6% | -73.1% | +60.4% | -4.2% |
| 3Y | -49.6% | -83.3% | +33.7% | -44.3% |
| 5Y | +0.6% | -80.6% | +81.2% | +6.0% |
| All | +147.8% | +387.7% | -239.9% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling