+584.1%
MA vs TTD
+505.0%
+79.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | -0.5% | +20.8% | -21.3% | -3.5% |
| 30D | +7.9% | +27.1% | -19.2% | +3.8% |
| 3M | +16.8% | +14.7% | +2.1% | +13.8% |
| 6M | +31.0% | -26.8% | +57.8% | +35.5% |
| YTD | +15.0% | -59.2% | +74.3% | +28.7% |
| 1Y | +17.0% | -64.7% | +81.7% | +33.7% |
| 3Y | +68.5% | -75.8% | +144.3% | +89.2% |
| 5Y | +85.0% | -84.6% | +169.5% | +108.1% |
| All | +584.1% | +505.0% | +79.1% | +344.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling