+329.6%
TTD vs NDAQ
+437.9%
-108.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.7% |
| 7D | +5.2% | +0.8% | +4.4% | +4.5% |
| 30D | +6.9% | +16.5% | -9.6% | -6.0% |
| 3M | -26.8% | +13.5% | -40.3% | -34.5% |
| 6M | -46.1% | +20.9% | -67.1% | -54.4% |
| YTD | -65.9% | +11.4% | -77.3% | -69.4% |
| 1Y | -71.8% | +25.9% | -97.8% | -77.3% |
| 3Y | -83.3% | +119.9% | -203.2% | -92.0% |
| 5Y | -81.1% | +61.7% | -142.9% | -88.1% |
| 10Y | +441.7% | +481.6% | -39.9% | +26.5% |
| All | +329.6% | +437.9% | -108.4% | +34.2% |
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