-72.0%
TTD vs NI
+9.5%
-81.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +3.3% |
| 7D | +3.7% | +3.9% | -0.3% | +4.7% |
| 30D | +10.4% | +15.3% | -4.9% | +15.2% |
| 3M | -31.6% | +2.4% | -34.0% | -32.0% |
| 6M | -45.1% | -4.5% | -40.6% | -47.0% |
| YTD | -65.1% | +11.4% | -76.5% | -64.4% |
| 1Y | -72.0% | +8.5% | -80.5% | -71.4% |
| All | -72.0% | +9.5% | -81.5% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling