-80.9%
TTD vs NVT
+410.8%
-491.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.1% |
| 7D | -4.6% | +7.0% | -11.6% | -7.6% |
| 30D | +3.7% | -2.3% | +6.0% | +3.9% |
| 3M | -30.2% | -3.1% | -27.1% | -31.6% |
| 6M | -51.4% | +47.0% | -98.4% | -63.4% |
| YTD | -63.4% | +56.2% | -119.6% | -74.1% |
| 1Y | -73.5% | +74.5% | -148.1% | -83.0% |
| 3Y | -83.5% | +184.0% | -267.5% | -93.4% |
| All | -80.9% | +410.8% | -491.7% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling