+9.4%
TT vs NVD
-61.9%
+71.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.7% |
| 7D | 0.0% | -11.1% | +11.1% | -1.3% |
| 30D | -7.2% | -13.3% | +6.1% | -8.3% |
| 3M | -3.0% | -19.8% | +16.8% | -4.5% |
| 6M | +1.4% | -48.8% | +50.1% | -4.8% |
| YTD | +15.9% | -49.7% | +65.5% | +8.8% |
| 1Y | +9.4% | -61.4% | +70.8% | +0.8% |
| All | +9.4% | -61.9% | +71.3% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded NVD 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling