-81.9%
TTD vs NVTS
-15.6%
-66.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.3% | -10.7% | -5.1% |
| 7D | +6.3% | +2.7% | +3.6% | +5.9% |
| 30D | -23.9% | -4.5% | -19.4% | -24.1% |
| 3M | -31.4% | -61.5% | +30.1% | -24.2% |
| 6M | -42.7% | +28.0% | -70.7% | -48.8% |
| YTD | -62.0% | +65.3% | -127.3% | -67.8% |
| 1Y | -72.2% | +113.0% | -185.2% | -78.1% |
| 3Y | -81.9% | +34.7% | -116.6% | -85.7% |
| All | -81.9% | -15.6% | -66.3% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling