-84.0%
TTD vs NVD
-99.1%
+15.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -0.7% |
| 7D | -4.6% | +0.5% | -5.1% | -4.5% |
| 30D | +3.7% | -9.3% | +12.9% | +2.7% |
| 3M | -30.2% | -22.1% | -8.1% | -32.1% |
| 6M | -51.4% | -45.8% | -5.6% | -55.0% |
| YTD | -63.4% | -46.7% | -16.7% | -65.9% |
| 1Y | -73.5% | -59.5% | -14.1% | -76.2% |
| All | -84.0% | -99.1% | +15.2% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling