-63.8%
TTD vs NOC
-0.8%
-63.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.6% |
| 7D | +20.8% | +4.9% | +15.9% | +20.9% |
| 30D | +33.8% | +13.6% | +20.2% | +34.9% |
| 3M | +17.8% | -3.9% | +21.7% | +16.9% |
| 6M | -25.7% | +1.4% | -27.1% | -26.2% |
| YTD | -57.9% | -2.2% | -55.7% | -59.3% |
| 1Y | -63.8% | -1.2% | -62.6% | -64.8% |
| All | -63.8% | -0.8% | -63.0% | -64.8% |
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