-73.0%
TTD vs NVDL
+2,657.6%
-2,730.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.2% |
| 7D | +1.7% | +7.3% | -5.6% | +0.6% |
| 30D | +1.6% | -0.7% | +2.3% | +1.3% |
| 3M | -27.8% | +9.5% | -37.3% | -30.1% |
| 6M | -52.1% | +41.6% | -93.7% | -56.4% |
| YTD | -63.1% | +23.3% | -86.4% | -65.7% |
| 1Y | -73.1% | +40.3% | -113.3% | -76.0% |
| 3Y | -83.3% | +692.2% | -775.5% | -91.3% |
| All | -73.0% | +2,657.6% | -2,730.6% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling