-80.9%
TTD vs NSC
+44.1%
-125.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.2% |
| 7D | -4.6% | -2.0% | -2.6% | -3.5% |
| 30D | +3.7% | -3.2% | +6.8% | +5.3% |
| 3M | -30.2% | +3.9% | -34.1% | -32.0% |
| 6M | -51.4% | +7.8% | -59.2% | -53.9% |
| YTD | -63.4% | +13.4% | -76.8% | -66.6% |
| 1Y | -73.5% | +20.3% | -93.8% | -76.8% |
| 3Y | -83.5% | +76.1% | -159.5% | -89.5% |
| 5Y | -80.9% | +45.0% | -125.9% | -84.7% |
| All | -80.9% | +44.1% | -125.0% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling