+379.4%
TTD vs NVS
+217.6%
+161.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.5% |
| 7D | +6.3% | +4.0% | +2.3% | +4.3% |
| 30D | -23.9% | +3.6% | -27.5% | -25.4% |
| 3M | -31.4% | +7.8% | -39.2% | -34.4% |
| 6M | -42.7% | -0.2% | -42.5% | -43.4% |
| YTD | -62.0% | +19.6% | -81.6% | -66.1% |
| 1Y | -72.2% | +28.4% | -100.6% | -76.3% |
| 3Y | -81.9% | +76.2% | -158.1% | -87.9% |
| 5Y | -81.5% | +111.1% | -192.6% | -89.5% |
| All | +379.4% | +217.6% | +161.8% | +137.6% |
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