+361.1%
TTD vs NRG
+1,129.9%
-768.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.1% |
| 7D | -4.6% | +3.9% | -8.5% | -5.8% |
| 30D | +3.7% | -3.0% | +6.6% | +4.2% |
| 3M | -30.2% | -10.9% | -19.3% | -29.4% |
| 6M | -51.4% | -25.3% | -26.1% | -48.9% |
| YTD | -63.4% | -26.8% | -36.6% | -61.7% |
| 1Y | -73.5% | -23.3% | -50.2% | -73.2% |
| 3Y | -83.5% | +208.6% | -292.1% | -90.8% |
| 5Y | -80.9% | +194.1% | -275.1% | -89.4% |
| All | +361.1% | +1,129.9% | -768.8% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling