-80.8%
TTD vs NI
+94.6%
-175.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -7.4% | -0.6% | -6.8% | -7.3% |
| 30D | +3.0% | -1.4% | +4.4% | +3.3% |
| 3M | -27.6% | -10.6% | -17.0% | -25.8% |
| 6M | -49.5% | -9.9% | -39.6% | -48.5% |
| YTD | -63.2% | +1.2% | -64.4% | -63.8% |
| 1Y | -69.7% | +4.4% | -74.1% | -70.5% |
| 3Y | -83.3% | +68.6% | -151.9% | -86.4% |
| 5Y | -80.8% | +98.0% | -178.8% | -82.7% |
| All | -80.8% | +94.6% | -175.4% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling