-72.0%
TTD vs NVD
-27.4%
-44.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | +3.2% |
| 7D | +3.7% | +15.0% | -11.3% | +4.4% |
| 30D | +10.4% | +39.3% | -28.8% | +12.3% |
| 3M | -31.6% | +3.1% | -34.7% | -31.6% |
| 6M | -45.1% | -19.0% | -26.1% | -46.2% |
| YTD | -65.1% | -35.5% | -29.6% | -66.5% |
| 1Y | -72.0% | -30.2% | -41.8% | -72.9% |
| All | -72.0% | -27.4% | -44.6% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling