-85.1%
TTD vs NUE
+143.0%
-228.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.8% | +2.9% |
| 7D | +21.3% | +2.8% | +18.5% | +19.9% |
| 30D | +28.7% | -2.1% | +30.8% | +29.5% |
| 3M | +7.7% | -7.3% | +15.0% | +10.4% |
| 6M | -23.5% | +8.9% | -32.3% | -27.7% |
| YTD | -58.7% | +55.6% | -114.3% | -67.5% |
| 1Y | -63.4% | +74.7% | -138.1% | -72.9% |
| 3Y | -75.3% | +71.7% | -147.0% | -82.8% |
| All | -85.1% | +143.0% | -228.2% | -91.8% |
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