-79.9%
TTD vs NUE
+146.6%
-226.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.1% | +1.9% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | +6.3% | -4.6% | +10.9% | +8.4% |
| 3M | -24.1% | -0.3% | -23.8% | -24.6% |
| 6M | -47.4% | +51.9% | -99.3% | -57.7% |
| YTD | -62.2% | +60.0% | -122.2% | -70.6% |
| 1Y | -68.3% | +82.9% | -151.2% | -77.1% |
| 3Y | -83.4% | +66.0% | -149.4% | -88.2% |
| All | -79.9% | +146.6% | -226.4% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling