+379.4%
TTD vs NUE
+597.6%
-218.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.1% |
| 7D | +6.3% | +4.2% | +2.1% | +4.5% |
| 30D | -23.9% | -5.0% | -18.9% | -22.3% |
| 3M | -31.4% | -0.2% | -31.2% | -31.9% |
| 6M | -42.7% | +49.1% | -91.8% | -53.0% |
| YTD | -62.0% | +61.0% | -123.0% | -70.1% |
| 1Y | -72.2% | +82.5% | -154.7% | -79.5% |
| 3Y | -81.9% | +57.9% | -139.9% | -86.4% |
| 5Y | -81.5% | +146.6% | -228.1% | -89.0% |
| All | +379.4% | +597.6% | -218.2% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling