+420.9%
TTD vs NI
+159.5%
+261.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +21.3% | +4.3% | +17.0% | +19.6% |
| 30D | +28.7% | +12.4% | +16.4% | +23.8% |
| 3M | +7.7% | +10.2% | -2.5% | +4.2% |
| 6M | -23.5% | -0.8% | -22.7% | -23.5% |
| YTD | -58.7% | +13.2% | -71.9% | -60.9% |
| 1Y | -63.4% | +10.1% | -73.5% | -65.0% |
| 3Y | -75.3% | +103.1% | -178.4% | -81.7% |
| 5Y | -84.4% | +115.5% | -199.9% | -88.8% |
| 10Y | +516.1% | +195.5% | +320.6% | +274.1% |
| All | +420.9% | +159.5% | +261.5% | +284.2% |
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 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