-68.3%
TTD vs NTRS
+51.4%
-119.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.6% | +2.5% |
| 7D | -0.6% | +1.4% | -2.0% | -0.8% |
| 30D | +6.3% | -0.7% | +7.0% | +6.3% |
| 3M | -24.1% | +11.3% | -35.4% | -25.4% |
| 6M | -47.4% | +35.5% | -83.0% | -50.8% |
| YTD | -62.2% | +40.6% | -102.8% | -65.3% |
| 1Y | -68.3% | +49.2% | -117.5% | -71.4% |
| All | -68.3% | +51.4% | -119.7% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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