+803.7%
MS vs TTD
+401.9%
+401.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.6% | +0.8% |
| 7D | +1.4% | +6.3% | -5.0% | +0.5% |
| 30D | -0.3% | -23.9% | +23.6% | +2.8% |
| 3M | +0.3% | -31.4% | +31.7% | +4.5% |
| 6M | +31.3% | -42.7% | +74.0% | +38.8% |
| YTD | +24.7% | -62.0% | +86.6% | +39.0% |
| 1Y | +47.9% | -72.2% | +120.1% | +71.5% |
| 3Y | +178.3% | -81.9% | +260.3% | +223.8% |
| 5Y | +144.9% | -81.5% | +226.4% | +166.5% |
| All | +803.7% | +401.9% | +401.8% | +579.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling