+379.4%
TTD vs NSC
+338.0%
+41.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.7% |
| 7D | +6.3% | -5.5% | +11.8% | +9.9% |
| 30D | -23.9% | -3.2% | -20.7% | -22.3% |
| 3M | -31.4% | +7.7% | -39.1% | -34.7% |
| 6M | -42.7% | +4.5% | -47.2% | -44.9% |
| YTD | -62.0% | +15.6% | -77.6% | -65.8% |
| 1Y | -72.2% | +19.8% | -92.0% | -75.6% |
| 3Y | -81.9% | +70.1% | -152.0% | -87.9% |
| 5Y | -81.5% | +46.1% | -127.7% | -86.3% |
| All | +379.4% | +338.0% | +41.4% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling