+43.3%
MA vs TTD
-81.8%
+125.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.7% |
| 7D | -2.7% | +6.3% | -9.0% | -3.2% |
| 30D | +1.5% | -23.9% | +25.4% | +3.6% |
| 3M | +20.4% | -31.4% | +51.8% | +23.7% |
| 6M | +11.1% | -42.7% | +53.8% | +15.4% |
| YTD | +2.0% | -62.0% | +63.9% | +8.8% |
| 1Y | -2.2% | -72.2% | +70.1% | +6.7% |
| All | +43.3% | -81.8% | +125.1% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling