+376.4%
TTD vs NI
+131.8%
+244.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.7% |
| 7D | -0.6% | 0.0% | -0.7% | -0.7% |
| 30D | +6.3% | -1.4% | +7.7% | +6.8% |
| 3M | -24.1% | -10.6% | -13.5% | -21.2% |
| 6M | -47.4% | -9.3% | -38.1% | -46.0% |
| YTD | -62.2% | +1.1% | -63.4% | -62.8% |
| 1Y | -68.3% | +3.4% | -71.7% | -69.1% |
| 3Y | -83.4% | +67.9% | -151.3% | -86.9% |
| 5Y | -80.3% | +98.0% | -178.3% | -85.6% |
| All | +376.4% | +131.8% | +244.7% | +265.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling