+112.4%
MS vs TTD
-84.7%
+197.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | -1.6% | +5.2% | -6.8% | -2.2% |
| 30D | -3.8% | +6.9% | -10.7% | -4.8% |
| 3M | -14.6% | -26.8% | +12.2% | -11.5% |
| 6M | -5.1% | -46.1% | +41.1% | +2.2% |
| YTD | +4.5% | -65.9% | +70.5% | +19.6% |
| 1Y | +13.5% | -71.8% | +85.4% | +33.7% |
| 3Y | +160.4% | -83.3% | +243.7% | +207.7% |
| All | +112.4% | -84.7% | +197.1% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling