-72.2%
TTD vs NI
+1.4%
-73.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -4.5% |
| 7D | +6.3% | +2.0% | +4.3% | +6.7% |
| 30D | -23.9% | -3.5% | -20.4% | -24.3% |
| 3M | -31.4% | -9.1% | -22.3% | -32.7% |
| 6M | -42.7% | -11.8% | -30.8% | -44.0% |
| YTD | -62.0% | +1.1% | -63.1% | -63.8% |
| 1Y | -72.2% | +6.7% | -78.9% | -74.1% |
| All | -72.2% | +1.4% | -73.6% | -74.1% |
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