+361.1%
TTD vs NOC
+185.2%
+175.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -4.6% | -1.6% | -3.0% | -4.3% |
| 30D | +3.7% | -10.4% | +14.0% | +6.0% |
| 3M | -30.2% | -5.6% | -24.6% | -29.6% |
| 6M | -51.4% | -30.4% | -21.0% | -47.6% |
| YTD | -63.4% | -8.5% | -55.0% | -63.2% |
| 1Y | -73.5% | -8.3% | -65.2% | -73.4% |
| 3Y | -83.5% | +28.2% | -111.7% | -85.0% |
| 5Y | -80.9% | +56.7% | -137.7% | -84.5% |
| All | +361.1% | +185.2% | +175.9% | +145.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling