+364.1%
TTD vs NTRS
+256.2%
+107.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | -0.1% |
| 7D | -7.4% | +0.3% | -7.8% | -7.6% |
| 30D | +3.0% | +0.2% | +2.9% | +2.8% |
| 3M | -27.6% | +13.2% | -40.8% | -32.6% |
| 6M | -49.5% | +36.9% | -86.4% | -58.0% |
| YTD | -63.2% | +39.1% | -102.3% | -69.7% |
| 1Y | -69.7% | +50.4% | -120.2% | -76.3% |
| 3Y | -83.3% | +166.8% | -250.1% | -90.7% |
| 5Y | -80.8% | +92.9% | -173.7% | -87.3% |
| All | +364.1% | +256.2% | +107.9% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling