+376.4%
TTD vs NRG
+1,109.6%
-733.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.2% |
| 7D | -0.6% | -4.7% | +4.0% | +0.7% |
| 30D | +6.3% | -6.0% | +12.3% | +7.8% |
| 3M | -24.1% | -8.0% | -16.2% | -24.0% |
| 6M | -47.4% | -23.2% | -24.3% | -45.3% |
| YTD | -62.2% | -28.1% | -34.2% | -60.3% |
| 1Y | -68.3% | -27.3% | -41.0% | -67.2% |
| 3Y | -83.4% | +208.7% | -292.1% | -90.8% |
| 5Y | -80.3% | +197.7% | -277.9% | -89.1% |
| All | +376.4% | +1,109.6% | -733.2% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling