-68.3%
TTD vs NSC
+19.9%
-88.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +2.8% |
| 7D | -0.6% | -2.8% | +2.2% | -0.3% |
| 30D | +6.3% | -4.5% | +10.8% | +6.8% |
| 3M | -24.1% | +3.5% | -27.7% | -24.5% |
| 6M | -47.4% | +8.5% | -56.0% | -47.7% |
| YTD | -62.2% | +12.3% | -74.6% | -63.3% |
| 1Y | -68.3% | +18.9% | -87.2% | -69.5% |
| All | -68.3% | +19.9% | -88.2% | -69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling