-0.8%
MSFT vs TTD
-73.2%
+72.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.3% | -1.4% |
| 7D | -2.7% | +6.3% | -9.0% | -3.6% |
| 30D | +2.7% | -23.9% | +26.6% | +6.4% |
| 3M | +17.0% | -31.4% | +48.3% | +22.8% |
| 6M | +23.8% | -42.7% | +66.5% | +31.9% |
| YTD | +4.0% | -62.0% | +66.0% | +13.3% |
| 1Y | -0.8% | -72.2% | +71.4% | +9.7% |
| All | -0.8% | -73.2% | +72.4% | +9.7% |
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