-75.9%
TTD vs NOC
+25.0%
-100.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +3.2% |
| 7D | +19.9% | -0.3% | +20.2% | +19.8% |
| 30D | +27.6% | +14.1% | +13.5% | +26.8% |
| 3M | +15.2% | -4.6% | +19.8% | +15.3% |
| 6M | -33.2% | +0.7% | -33.9% | -33.4% |
| YTD | -59.4% | -2.6% | -56.8% | -59.8% |
| 1Y | -64.4% | -1.0% | -63.4% | -64.8% |
| 3Y | -75.9% | +24.5% | -100.4% | -76.4% |
| All | -75.9% | +25.0% | -100.9% | -76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling