+554.8%
MA vs TTD
+574.0%
-19.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +15.5% | -15.0% | -1.8% |
| 7D | -0.3% | +19.0% | -19.3% | -3.1% |
| 30D | +11.3% | +23.6% | -12.3% | +7.6% |
| 3M | +16.7% | +8.2% | +8.5% | +14.8% |
| 6M | +32.8% | -35.3% | +68.1% | +39.8% |
| YTD | +15.6% | -60.7% | +76.3% | +30.1% |
| 1Y | +19.6% | -65.3% | +84.9% | +36.9% |
| 3Y | +72.1% | -80.6% | +152.7% | +99.7% |
| 5Y | +96.0% | -84.6% | +180.7% | +120.1% |
| 10Y | +554.8% | +550.5% | +4.2% | +330.3% |
| All | +554.8% | +574.0% | -19.3% | +330.3% |
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