+379.4%
TTD vs NOC
+184.9%
+194.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.8% |
| 7D | +6.3% | -5.2% | +11.5% | +7.5% |
| 30D | -23.9% | -7.2% | -16.7% | -22.8% |
| 3M | -31.4% | -5.1% | -26.3% | -30.8% |
| 6M | -42.7% | -31.1% | -11.6% | -38.1% |
| YTD | -62.0% | -8.6% | -53.4% | -61.7% |
| 1Y | -72.2% | -9.7% | -62.5% | -72.0% |
| 3Y | -81.9% | +24.3% | -106.2% | -83.4% |
| 5Y | -81.5% | +52.6% | -134.2% | -84.8% |
| All | +379.4% | +184.9% | +194.5% | +155.3% |
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