+209.0%
TTD vs NTR
+97.9%
+111.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -0.6% | -1.3% | +0.7% | -0.1% |
| 30D | +6.3% | +16.8% | -10.5% | -0.9% |
| 3M | -24.1% | +20.7% | -44.9% | -30.3% |
| 6M | -47.4% | +0.5% | -48.0% | -48.3% |
| YTD | -62.2% | +29.2% | -91.4% | -67.2% |
| 1Y | -68.3% | +39.6% | -107.9% | -73.7% |
| 3Y | -83.4% | +37.9% | -121.3% | -86.6% |
| 5Y | -80.3% | +47.1% | -127.4% | -86.2% |
| All | +209.0% | +97.9% | +111.0% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling