-72.2%
TTD vs NRG
-18.6%
-53.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.4% | -10.8% | -3.2% |
| 7D | +6.3% | +7.1% | -0.8% | +7.8% |
| 30D | -23.9% | -1.4% | -22.5% | -24.0% |
| 3M | -31.4% | -10.5% | -20.9% | -32.4% |
| 6M | -42.7% | -26.7% | -15.9% | -44.8% |
| YTD | -62.0% | -24.5% | -37.5% | -63.4% |
| 1Y | -72.2% | -18.6% | -53.6% | -71.7% |
| All | -72.2% | -18.6% | -53.6% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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