-83.9%
TTD vs NVDL
+626.5%
-710.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +1.4% |
| 7D | -7.4% | -8.7% | +1.3% | -6.2% |
| 30D | +3.0% | -1.3% | +4.3% | +2.8% |
| 3M | -27.6% | +11.4% | -38.9% | -29.9% |
| 6M | -49.5% | +22.9% | -72.4% | -52.6% |
| YTD | -63.2% | +15.4% | -78.6% | -65.3% |
| 1Y | -69.7% | +18.8% | -88.5% | -72.0% |
| All | -83.9% | +626.5% | -710.3% | -91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling