-72.4%
TTD vs NVDL
+2,476.2%
-2,548.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -0.6% | -10.3% | +9.7% | +1.1% |
| 30D | +6.3% | -7.1% | +13.4% | +7.2% |
| 3M | -24.1% | +6.6% | -30.7% | -26.2% |
| 6M | -47.4% | +21.1% | -68.5% | -50.8% |
| YTD | -62.2% | +15.2% | -77.4% | -64.5% |
| 1Y | -68.3% | +18.8% | -87.1% | -70.8% |
| 3Y | -83.4% | +649.9% | -733.3% | -91.3% |
| All | -72.4% | +2,476.2% | -2,548.6% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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