-79.9%
TTD vs NRG
+194.8%
-274.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.2% |
| 7D | -0.6% | -4.7% | +4.0% | +0.6% |
| 30D | +6.3% | -6.0% | +12.3% | +7.6% |
| 3M | -24.1% | -8.0% | -16.2% | -24.2% |
| 6M | -47.4% | -23.2% | -24.3% | -45.6% |
| YTD | -62.2% | -28.1% | -34.2% | -60.5% |
| 1Y | -68.3% | -27.3% | -41.0% | -67.4% |
| 3Y | -83.4% | +208.7% | -292.1% | -92.6% |
| All | -79.9% | +194.8% | -274.7% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling