-79.0%
TTD vs NVD
-98.5%
+19.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | +1.9% |
| 7D | +21.3% | +28.6% | -7.4% | +25.6% |
| 30D | +28.7% | +73.6% | -44.9% | +39.9% |
| 3M | +7.7% | +70.1% | -62.4% | +17.3% |
| 6M | -23.5% | +53.6% | -77.1% | -17.0% |
| YTD | -58.7% | -7.0% | -51.7% | -58.0% |
| 1Y | -63.4% | -9.0% | -54.4% | -62.8% |
| 3Y | -75.3% | -98.3% | +23.1% | -85.2% |
| All | -79.0% | -98.5% | +19.6% | -88.0% |
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