+161.7%
TTMI vs NVD
-52.8%
+214.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.5% |
| 7D | +0.7% | +10.8% | -10.2% | +5.6% |
| 30D | -8.4% | +0.8% | -9.2% | -6.2% |
| 3M | -32.5% | -20.8% | -11.6% | -35.6% |
| 6M | +32.5% | -41.2% | +73.6% | +11.7% |
| YTD | +83.2% | -44.2% | +127.4% | +55.2% |
| 1Y | +161.7% | -54.2% | +215.8% | +122.6% |
| All | +161.7% | -52.8% | +214.5% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling