+19.4%
MA vs TTD
-66.1%
+85.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +15.5% | -15.0% | -1.5% |
| 7D | -0.3% | +19.0% | -19.3% | -2.7% |
| 30D | +11.3% | +23.6% | -12.3% | +8.0% |
| 3M | +16.7% | +8.2% | +8.5% | +15.0% |
| 6M | +32.8% | -35.3% | +68.1% | +38.3% |
| YTD | +15.6% | -60.7% | +76.3% | +21.6% |
| All | +19.4% | -66.1% | +85.5% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling