+181.3%
MS vs TTD
-81.8%
+263.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.6% | +0.7% |
| 7D | +1.4% | +6.3% | -5.0% | +0.7% |
| 30D | -0.3% | -23.9% | +23.6% | +2.4% |
| 3M | +0.3% | -31.4% | +31.7% | +4.0% |
| 6M | +31.3% | -42.7% | +74.0% | +38.0% |
| YTD | +24.7% | -62.0% | +86.6% | +38.4% |
| 1Y | +47.9% | -72.2% | +120.1% | +71.0% |
| All | +181.3% | -81.8% | +263.1% | +207.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling