+130.1%
TT vs NVD
-99.1%
+229.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.4% | -0.4% |
| 7D | -1.0% | +9.0% | -10.0% | +0.1% |
| 30D | -8.9% | -5.5% | -3.4% | -9.2% |
| 3M | -1.8% | -24.6% | +22.8% | -4.1% |
| 6M | +1.9% | -42.1% | +44.0% | -2.5% |
| YTD | +13.8% | -44.3% | +58.1% | +9.1% |
| 1Y | +6.1% | -54.2% | +60.3% | +0.3% |
| 3Y | +119.6% | -99.1% | +218.7% | +40.1% |
| All | +130.1% | -99.1% | +229.2% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling