+174.9%
TTD vs NVT
+699.2%
-524.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -5.6% |
| 7D | +6.3% | +5.1% | +1.3% | +3.8% |
| 30D | -23.9% | -3.7% | -20.2% | -23.2% |
| 3M | -31.4% | -10.1% | -21.2% | -30.1% |
| 6M | -42.7% | +37.5% | -80.1% | -55.1% |
| YTD | -62.0% | +53.7% | -115.7% | -72.5% |
| 1Y | -72.2% | +70.9% | -143.1% | -81.5% |
| 3Y | -81.9% | +180.4% | -262.3% | -91.6% |
| 5Y | -81.5% | +393.5% | -475.0% | -93.9% |
| All | +174.9% | +699.2% | -524.4% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling