+537.0%
MS vs TTD
+505.0%
+32.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.3% |
| 7D | +3.7% | +20.8% | -17.1% | +1.0% |
| 30D | +2.0% | +27.1% | -25.1% | -1.4% |
| 3M | -12.6% | +14.7% | -27.2% | -14.5% |
| 6M | -0.3% | -26.8% | +26.6% | +2.5% |
| YTD | +9.0% | -59.2% | +68.2% | +20.2% |
| 1Y | +13.9% | -64.7% | +78.5% | +28.0% |
| 3Y | +173.6% | -75.8% | +249.5% | +206.9% |
| 5Y | +122.0% | -84.6% | +206.6% | +148.5% |
| All | +537.0% | +505.0% | +32.0% | +368.2% |
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 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