+361.1%
TTD vs NVMI
+3,002.5%
-2,641.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -4.6% | +6.9% | -11.5% | -8.0% |
| 30D | +3.7% | -2.8% | +6.5% | +4.4% |
| 3M | -30.2% | -27.3% | -2.9% | -22.3% |
| 6M | -51.4% | -13.7% | -37.7% | -53.2% |
| YTD | -63.4% | +13.8% | -77.3% | -70.8% |
| 1Y | -73.5% | +34.9% | -108.4% | -81.4% |
| 3Y | -83.5% | +213.5% | -297.0% | -94.7% |
| 5Y | -80.9% | +272.5% | -353.4% | -94.6% |
| All | +361.1% | +3,002.5% | -2,641.4% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling