-80.8%
TTD vs NVS
+92.5%
-173.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.4% | -15.7% | +8.3% | -5.9% |
| 30D | +3.0% | -11.1% | +14.1% | +4.3% |
| 3M | -27.6% | -7.2% | -20.4% | -27.2% |
| 6M | -49.5% | -12.3% | -37.2% | -48.8% |
| YTD | -63.2% | +2.8% | -66.0% | -63.9% |
| 1Y | -69.7% | +11.9% | -81.7% | -70.8% |
| 3Y | -83.3% | +55.1% | -138.4% | -85.5% |
| 5Y | -80.8% | +94.1% | -174.9% | -85.5% |
| All | -80.8% | +92.5% | -173.3% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling