+584.7%
MA vs TTD
+349.7%
+234.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.0% |
| 6M | +33.1% | -46.1% | +79.3% | +44.1% |
| YTD | +15.1% | -65.9% | +81.0% | +32.1% |
| 1Y | +18.7% | -71.8% | +90.6% | +40.0% |
| 3Y | +72.1% | -83.3% | +155.4% | +104.1% |
| 5Y | +92.8% | -81.1% | +173.9% | +107.3% |
| 10Y | +571.6% | +441.7% | +130.0% | +366.3% |
| All | +584.7% | +349.7% | +234.9% | +378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling