-82.6%
TTD vs NVTS
-17.0%
-65.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.6% |
| 7D | -4.6% | +3.5% | -8.1% | -5.1% |
| 30D | +3.7% | -11.9% | +15.6% | +4.9% |
| 3M | -30.2% | -49.2% | +19.0% | -25.5% |
| 6M | -51.4% | +38.4% | -89.8% | -57.0% |
| YTD | -63.4% | +62.5% | -125.9% | -69.0% |
| 1Y | -73.5% | +101.4% | -174.9% | -79.0% |
| 3Y | -83.5% | +40.4% | -123.9% | -87.2% |
| All | -82.6% | -17.0% | -65.5% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling