+133.3%
TT vs NVD
-99.2%
+232.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | 0.0% |
| 7D | +1.6% | -7.7% | +9.2% | +0.6% |
| 30D | -7.3% | -5.8% | -1.5% | -7.6% |
| 3M | -2.6% | -23.2% | +20.6% | -4.5% |
| 6M | +5.9% | -49.7% | +55.6% | -0.4% |
| YTD | +15.4% | -47.7% | +63.1% | +9.7% |
| 1Y | +8.2% | -61.3% | +69.6% | +0.3% |
| 3Y | +122.7% | -99.2% | +221.8% | +41.0% |
| All | +133.3% | -99.2% | +232.5% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling