+173.1%
TTD vs NVT
+731.8%
-558.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +0.4% |
| 7D | -0.6% | +4.1% | -4.7% | -2.7% |
| 30D | +6.3% | -5.1% | +11.4% | +8.1% |
| 3M | -24.1% | -1.2% | -23.0% | -26.4% |
| 6M | -47.4% | +46.6% | -94.0% | -60.0% |
| YTD | -62.2% | +60.0% | -122.2% | -73.2% |
| 1Y | -68.3% | +70.8% | -139.1% | -78.7% |
| 3Y | -83.4% | +187.5% | -271.0% | -92.4% |
| 5Y | -80.3% | +426.1% | -506.4% | -93.7% |
| All | +173.1% | +731.8% | -558.6% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling