+114.0%
MS vs TTD
-82.4%
+196.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.8% | -5.5% |
| 7D | -3.4% | -1.9% | -1.5% | -3.1% |
| 30D | -3.9% | +7.5% | -11.4% | -4.9% |
| 3M | -15.9% | -32.4% | +16.5% | -12.0% |
| 6M | -2.5% | -47.9% | +45.5% | +5.2% |
| YTD | +5.1% | -66.3% | +71.3% | +19.7% |
| 1Y | +13.0% | -73.1% | +86.1% | +33.0% |
| 3Y | +160.7% | -83.8% | +244.5% | +207.8% |
| 5Y | +114.0% | -81.3% | +195.3% | +132.8% |
| All | +114.0% | -82.4% | +196.5% | +132.8% |
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