-81.3%
TTD vs NVD
-99.1%
+17.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.8% | +1.3% |
| 7D | -7.4% | +9.0% | -16.5% | -6.2% |
| 30D | +3.0% | -5.5% | +8.5% | +2.7% |
| 3M | -27.6% | -24.6% | -3.0% | -30.1% |
| 6M | -49.5% | -42.1% | -7.4% | -52.7% |
| YTD | -63.2% | -44.3% | -18.9% | -65.4% |
| 1Y | -69.7% | -54.2% | -15.5% | -72.1% |
| 3Y | -83.3% | -99.1% | +15.8% | -91.2% |
| All | -81.3% | -99.1% | +17.9% | -90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling