-72.0%
TTD vs NOC
-7.1%
-64.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +2.6% |
| 7D | +3.7% | -5.0% | +8.6% | +3.3% |
| 30D | +10.4% | +10.3% | +0.1% | +11.4% |
| 3M | -31.6% | -4.3% | -27.3% | -31.9% |
| 6M | -45.1% | -6.5% | -38.6% | -45.7% |
| YTD | -65.1% | -6.7% | -58.4% | -66.4% |
| 1Y | -72.0% | -7.5% | -64.5% | -73.0% |
| All | -72.0% | -7.1% | -64.9% | -73.0% |
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