+376.4%
TTD vs NVMI
+2,985.6%
-2,609.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.1% | +1.9% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +6.3% | -8.4% | +14.7% | +10.3% |
| 3M | -24.1% | -33.6% | +9.4% | -11.0% |
| 6M | -47.4% | -14.7% | -32.8% | -49.1% |
| YTD | -62.2% | +13.2% | -75.4% | -69.7% |
| 1Y | -68.3% | +29.0% | -97.3% | -77.1% |
| 3Y | -83.4% | +215.0% | -298.4% | -94.7% |
| 5Y | -80.3% | +268.6% | -348.9% | -94.4% |
| All | +376.4% | +2,985.6% | -2,609.1% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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