-72.2%
TTD vs NOC
-10.0%
-62.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.6% |
| 7D | +6.3% | -5.2% | +11.5% | +5.8% |
| 30D | -23.9% | -7.2% | -16.7% | -24.3% |
| 3M | -31.4% | -5.1% | -26.3% | -31.7% |
| 6M | -42.7% | -31.1% | -11.6% | -43.6% |
| YTD | -62.0% | -8.6% | -53.4% | -63.4% |
| 1Y | -72.2% | -9.7% | -62.5% | -71.1% |
| All | -72.2% | -10.0% | -62.2% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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