+364.1%
TTD vs NUE
+582.6%
-218.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +1.1% |
| 7D | -7.4% | -2.7% | -4.8% | -6.3% |
| 30D | +3.0% | -6.1% | +9.1% | +5.7% |
| 3M | -27.6% | +2.2% | -29.8% | -28.9% |
| 6M | -49.5% | +50.8% | -100.3% | -58.7% |
| YTD | -63.2% | +57.5% | -120.7% | -70.7% |
| 1Y | -69.7% | +82.5% | -152.2% | -77.7% |
| 3Y | -83.3% | +61.7% | -145.0% | -87.6% |
| 5Y | -80.8% | +145.1% | -225.9% | -88.5% |
| All | +364.1% | +582.6% | -218.5% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling