-80.7%
TTD vs NVD
-99.2%
+18.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.6% |
| 7D | +6.3% | -11.1% | +17.4% | +4.6% |
| 30D | -23.9% | -13.3% | -10.6% | -25.2% |
| 3M | -31.4% | -19.8% | -11.6% | -32.8% |
| 6M | -42.7% | -48.8% | +6.1% | -47.4% |
| YTD | -62.0% | -49.7% | -12.3% | -64.8% |
| 1Y | -72.2% | -61.4% | -10.8% | -75.2% |
| 3Y | -81.9% | -99.1% | +17.2% | -90.4% |
| All | -80.7% | -99.2% | +18.6% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling