+500.3%
TTD vs NSC
+302.7%
+197.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.7% |
| 7D | +20.8% | +1.6% | +19.1% | +19.7% |
| 30D | +27.1% | +4.2% | +22.9% | +24.0% |
| 3M | +14.7% | -0.2% | +14.9% | +14.4% |
| 6M | -26.8% | +7.6% | -34.4% | -30.4% |
| YTD | -59.2% | +17.4% | -76.6% | -63.8% |
| 1Y | -64.7% | +18.3% | -83.0% | -68.8% |
| 3Y | -75.8% | +79.8% | -155.6% | -84.4% |
| 5Y | -84.6% | +34.3% | -118.9% | -87.9% |
| All | +500.3% | +302.7% | +197.6% | +139.9% |
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