+553.1%
MA vs TTD
+435.2%
+117.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +2.3% | +5.2% | -2.9% | +1.5% |
| 30D | +14.7% | +6.9% | +7.7% | +13.4% |
| 3M | +13.5% | -26.8% | +40.3% | +18.1% |
| 6M | +33.1% | -46.1% | +79.3% | +44.3% |
| YTD | +15.1% | -65.9% | +81.0% | +32.5% |
| 1Y | +18.7% | -71.8% | +90.6% | +40.5% |
| 3Y | +72.1% | -83.3% | +155.4% | +104.7% |
| 5Y | +92.8% | -81.1% | +173.9% | +107.2% |
| All | +553.1% | +435.2% | +117.9% | +336.7% |
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