+379.4%
TTD vs NDAQ
+384.9%
-5.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -2.8% |
| 7D | +6.3% | -2.4% | +8.8% | +8.5% |
| 30D | -23.9% | +2.5% | -26.3% | -25.5% |
| 3M | -31.4% | +9.9% | -41.3% | -36.9% |
| 6M | -42.7% | +9.4% | -52.1% | -47.1% |
| YTD | -62.0% | +0.4% | -62.4% | -62.5% |
| 1Y | -72.2% | +4.0% | -76.2% | -73.6% |
| 3Y | -81.9% | +94.4% | -176.3% | -90.4% |
| 5Y | -81.5% | +56.7% | -138.3% | -87.9% |
| All | +379.4% | +384.9% | -5.5% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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