+202.1%
TTD vs NTR
+103.6%
+98.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.4% | -3.5% |
| 7D | +1.7% | +3.8% | -2.1% | +0.1% |
| 30D | +1.6% | +25.2% | -23.6% | -8.1% |
| 3M | -27.8% | +21.0% | -48.8% | -33.8% |
| 6M | -52.1% | +7.6% | -59.7% | -54.4% |
| YTD | -63.1% | +32.9% | -95.9% | -68.3% |
| 1Y | -73.1% | +43.1% | -116.1% | -77.9% |
| 3Y | -83.3% | +41.6% | -124.9% | -86.7% |
| 5Y | -80.6% | +54.8% | -135.4% | -86.8% |
| All | +202.1% | +103.6% | +98.5% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling