-83.9%
TTD vs NTR
+37.3%
-121.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.1% |
| 7D | -7.4% | -2.5% | -5.0% | -7.0% |
| 30D | +3.0% | +17.0% | -14.0% | 0.0% |
| 3M | -27.6% | +22.2% | -49.8% | -30.2% |
| 6M | -49.5% | +5.2% | -54.7% | -50.3% |
| YTD | -63.2% | +29.7% | -92.9% | -65.4% |
| 1Y | -69.7% | +39.4% | -109.1% | -72.1% |
| All | -83.9% | +37.3% | -121.1% | -85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling