-72.0%
TTD vs NVS
+37.6%
-109.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.9% |
| 7D | +3.7% | +5.7% | -2.0% | +3.8% |
| 30D | +10.4% | +17.1% | -6.6% | +11.3% |
| 3M | -31.6% | +7.6% | -39.2% | -31.0% |
| 6M | -45.1% | +14.1% | -59.2% | -44.0% |
| YTD | -65.1% | +23.3% | -88.5% | -66.5% |
| 1Y | -72.0% | +36.0% | -108.0% | -74.5% |
| All | -72.0% | +37.6% | -109.6% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling