+420.9%
TTD vs NOC
+204.5%
+216.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +21.3% | +4.8% | +16.4% | +20.2% |
| 30D | +28.7% | +11.0% | +17.7% | +25.9% |
| 3M | +7.7% | -3.8% | +11.5% | +8.4% |
| 6M | -23.5% | +0.6% | -24.1% | -23.9% |
| YTD | -58.7% | -2.3% | -56.4% | -59.0% |
| 1Y | -63.4% | +0.3% | -63.7% | -64.0% |
| 3Y | -75.3% | +24.6% | -99.9% | -77.2% |
| 5Y | -84.4% | +66.0% | -150.4% | -87.3% |
| 10Y | +516.1% | +161.2% | +355.0% | +278.9% |
| All | +420.9% | +204.5% | +216.4% | +173.3% |
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