+420.9%
TTD vs NVS
+218.6%
+202.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +21.3% | -1.3% | +22.5% | +22.0% |
| 30D | +28.7% | +9.3% | +19.5% | +23.7% |
| 3M | +7.7% | +5.8% | +1.9% | +4.1% |
| 6M | -23.5% | +7.2% | -30.7% | -27.2% |
| YTD | -58.7% | +20.0% | -78.7% | -63.5% |
| 1Y | -63.4% | +25.4% | -88.8% | -68.5% |
| 3Y | -75.3% | +89.2% | -164.5% | -84.3% |
| 5Y | -84.4% | +134.6% | -219.0% | -91.9% |
| 10Y | +516.1% | +251.4% | +264.8% | +142.1% |
| All | +420.9% | +218.6% | +202.3% | +156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling