-73.1%
TTD vs NUE
+72.6%
-145.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.3% | +5.1% | -2.9% |
| 7D | -1.9% | -10.8% | +8.8% | -1.6% |
| 30D | +7.5% | -2.1% | +9.6% | +7.5% |
| 3M | -32.4% | -10.4% | -22.1% | -32.3% |
| 6M | -47.9% | +6.4% | -54.3% | -47.5% |
| YTD | -66.3% | +51.9% | -118.1% | -65.3% |
| 1Y | -73.1% | +71.1% | -144.3% | -73.7% |
| All | -73.1% | +72.6% | -145.8% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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