-72.2%
TTD vs NTR
+43.1%
-115.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.2% |
| 7D | +6.3% | +8.1% | -1.8% | +5.7% |
| 30D | -23.9% | +18.8% | -42.6% | -24.8% |
| 3M | -31.4% | +16.2% | -47.6% | -32.2% |
| 6M | -42.7% | +9.8% | -52.4% | -43.4% |
| YTD | -62.0% | +30.9% | -92.9% | -62.8% |
| 1Y | -72.2% | +41.8% | -114.0% | -72.6% |
| All | -72.2% | +43.1% | -115.3% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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