+542.0%
MS vs TTD
+513.2%
+28.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +5.1% | +21.3% | -16.2% | +2.3% |
| 30D | +5.7% | +28.7% | -23.1% | +2.0% |
| 3M | -12.2% | +7.7% | -19.9% | -13.3% |
| 6M | -0.5% | -23.5% | +23.0% | +1.7% |
| YTD | +9.8% | -58.7% | +68.5% | +20.9% |
| 1Y | +17.7% | -63.4% | +81.2% | +31.8% |
| 3Y | +176.8% | -75.3% | +252.1% | +209.6% |
| 5Y | +123.7% | -84.4% | +208.1% | +150.0% |
| All | +542.0% | +513.2% | +28.8% | +371.0% |
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