+430.9%
TTD vs NOC
+204.8%
+226.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +20.8% | +4.9% | +15.9% | +19.7% |
| 30D | +33.8% | +13.6% | +20.2% | +30.2% |
| 3M | +17.8% | -3.9% | +21.7% | +18.7% |
| 6M | -25.7% | +1.4% | -27.1% | -26.3% |
| YTD | -57.9% | -2.2% | -55.7% | -58.3% |
| 1Y | -63.8% | -1.2% | -62.6% | -64.3% |
| 3Y | -75.0% | +25.0% | -100.1% | -77.0% |
| 5Y | -82.5% | +66.0% | -148.6% | -85.9% |
| 10Y | +527.9% | +161.4% | +366.5% | +286.1% |
| All | +430.9% | +204.8% | +226.1% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling