-84.0%
TTD vs NUE
+60.7%
-144.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -4.6% | -2.3% | -2.3% | -3.9% |
| 30D | +3.7% | -6.1% | +9.7% | +5.5% |
| 3M | -30.2% | +1.7% | -31.9% | -30.9% |
| 6M | -51.4% | +53.1% | -104.5% | -58.3% |
| YTD | -63.4% | +59.0% | -122.5% | -69.2% |
| 1Y | -73.5% | +85.3% | -158.9% | -79.1% |
| All | -84.0% | +60.7% | -144.7% | -88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling