-75.3%
TTD vs NVTS
+44.1%
-119.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.4% | +7.7% | +1.7% |
| 7D | +21.3% | +3.9% | +17.3% | +21.1% |
| 30D | +28.7% | -4.3% | +33.1% | +28.8% |
| 3M | +7.7% | -34.5% | +42.2% | +9.3% |
| 6M | -23.5% | -57.7% | +34.2% | -21.5% |
| YTD | -58.7% | +25.4% | -84.0% | -60.9% |
| 1Y | -63.4% | +13.1% | -76.6% | -65.2% |
| 3Y | -75.3% | +48.9% | -124.2% | -75.6% |
| All | -75.3% | +44.1% | -119.4% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3y: compounded portfolio wealth divided by compounded NVTS 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…
3y analysis · Full analysis span regression · 6 months rolling