+9.0%
MSFT vs TTD
-72.7%
+81.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.9% | +3.8% | +6.2% |
| 7D | +4.7% | +3.7% | +1.0% | +4.1% |
| 30D | +5.8% | +10.4% | -4.6% | +4.0% |
| 3M | +13.0% | -31.6% | +44.6% | +19.5% |
| 6M | +34.9% | -45.1% | +80.0% | +47.5% |
| YTD | +15.7% | -65.1% | +80.8% | +29.0% |
| 1Y | +9.0% | -72.0% | +80.9% | +24.7% |
| All | +9.0% | -72.7% | +81.6% | +24.7% |
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