+508.5%
TTD vs NSC
+296.2%
+212.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.3% |
| 7D | +21.3% | +2.5% | +18.8% | +19.6% |
| 30D | +28.7% | +1.7% | +27.0% | +27.4% |
| 3M | +7.7% | -2.6% | +10.2% | +9.0% |
| 6M | -23.5% | +6.4% | -29.9% | -26.8% |
| YTD | -58.7% | +15.5% | -74.2% | -62.9% |
| 1Y | -63.4% | +17.6% | -81.0% | -67.6% |
| 3Y | -75.3% | +75.0% | -150.3% | -83.7% |
| 5Y | -84.4% | +32.2% | -116.5% | -87.6% |
| All | +508.5% | +296.2% | +212.2% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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