-80.8%
TTD vs NTR
+45.0%
-125.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.4% |
| 7D | -7.4% | -2.5% | -5.0% | -6.7% |
| 30D | +3.0% | +17.0% | -14.0% | -1.9% |
| 3M | -27.6% | +22.2% | -49.8% | -31.9% |
| 6M | -49.5% | +5.2% | -54.7% | -50.8% |
| YTD | -63.2% | +29.7% | -92.9% | -66.7% |
| 1Y | -69.7% | +39.4% | -109.1% | -73.4% |
| 3Y | -83.3% | +38.2% | -121.5% | -85.7% |
| 5Y | -80.8% | +47.6% | -128.4% | -87.0% |
| All | -80.8% | +45.0% | -125.8% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling