+569.6%
MA vs TTD
+538.9%
+30.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.3% |
| 7D | -1.8% | +20.8% | -22.6% | -4.7% |
| 30D | +11.0% | +33.8% | -22.8% | +6.0% |
| 3M | +17.9% | +17.8% | 0.0% | +14.4% |
| 6M | +33.2% | -25.7% | +58.9% | +37.4% |
| YTD | +16.5% | -57.9% | +74.4% | +29.7% |
| 1Y | +19.1% | -63.8% | +82.9% | +35.5% |
| 3Y | +70.6% | -75.0% | +145.6% | +90.7% |
| 5Y | +92.1% | -82.5% | +174.7% | +111.8% |
| 10Y | +569.6% | +527.9% | +41.7% | +333.8% |
| All | +569.6% | +538.9% | +30.6% | +333.8% |
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