+379.4%
TTD vs NI
+131.6%
+247.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -4.2% |
| 7D | +6.3% | +2.0% | +4.3% | +5.6% |
| 30D | -23.9% | -3.5% | -20.4% | -22.8% |
| 3M | -31.4% | -9.1% | -22.3% | -29.2% |
| 6M | -42.7% | -11.8% | -30.8% | -40.5% |
| YTD | -62.0% | +1.1% | -63.1% | -62.6% |
| 1Y | -72.2% | +6.7% | -78.9% | -73.2% |
| 3Y | -81.9% | +71.1% | -153.0% | -85.8% |
| 5Y | -81.5% | +94.3% | -175.9% | -86.4% |
| All | +379.4% | +131.6% | +247.8% | +267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling