-84.0%
TTD vs NSC
+75.0%
-159.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | -4.6% | -2.0% | -2.6% | -3.8% |
| 30D | +3.7% | -3.2% | +6.8% | +4.8% |
| 3M | -30.2% | +3.9% | -34.1% | -31.5% |
| 6M | -51.4% | +7.8% | -59.2% | -53.2% |
| YTD | -63.4% | +13.4% | -76.8% | -65.8% |
| 1Y | -73.5% | +20.3% | -93.8% | -75.9% |
| All | -84.0% | +75.0% | -159.0% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling