+578.8%
MS vs TTD
+574.0%
+4.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +15.5% | -12.3% | +1.1% |
| 7D | +0.7% | +19.0% | -18.2% | -1.6% |
| 30D | -0.9% | +23.6% | -24.5% | -3.9% |
| 3M | -13.0% | +8.2% | -21.2% | -14.2% |
| 6M | -2.0% | -35.3% | +33.3% | +2.4% |
| YTD | +7.8% | -60.7% | +68.4% | +19.5% |
| 1Y | +17.9% | -65.3% | +83.1% | +32.9% |
| 3Y | +174.8% | -80.6% | +255.3% | +216.8% |
| 5Y | +119.9% | -84.6% | +204.5% | +146.1% |
| 10Y | +578.8% | +550.5% | +28.3% | +388.3% |
| All | +578.8% | +574.0% | +4.8% | +388.3% |
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