+17.1%
MS vs TTD
-63.1%
+80.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.5% |
| 7D | -1.7% | +20.8% | -22.5% | -2.6% |
| 30D | +0.9% | +33.8% | -32.9% | -0.1% |
| 3M | -10.8% | +17.8% | -28.7% | -11.5% |
| 6M | +0.9% | -25.7% | +26.6% | +1.2% |
| YTD | +9.8% | -57.9% | +67.7% | +14.9% |
| 1Y | +17.1% | -63.8% | +80.9% | +27.2% |
| All | +17.1% | -63.1% | +80.2% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling