-83.4%
TTD vs NTRS
+168.2%
-251.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.6% | +2.2% |
| 7D | -0.6% | +1.4% | -2.0% | -1.2% |
| 30D | +6.3% | -0.7% | +7.0% | +6.6% |
| 3M | -24.1% | +11.3% | -35.4% | -28.1% |
| 6M | -47.4% | +35.5% | -83.0% | -55.4% |
| YTD | -62.2% | +40.6% | -102.8% | -68.8% |
| 1Y | -68.3% | +49.2% | -117.5% | -74.8% |
| 3Y | -83.4% | +167.2% | -250.7% | -90.7% |
| All | -83.4% | +168.2% | -251.6% | -90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling