+71.4%
MSFT vs TTD
-81.3%
+152.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -0.7% |
| 7D | -1.4% | +1.7% | -3.2% | -1.7% |
| 30D | -1.0% | +1.6% | -2.6% | -1.4% |
| 3M | +20.2% | -27.8% | +48.0% | +25.8% |
| 6M | +21.3% | -52.1% | +73.4% | +35.3% |
| YTD | +2.8% | -63.1% | +65.9% | +19.2% |
| 1Y | 0.0% | -73.1% | +73.0% | +21.6% |
| 3Y | +51.2% | -83.3% | +134.5% | +84.0% |
| 5Y | +71.4% | -80.6% | +152.0% | +89.9% |
| All | +71.4% | -81.3% | +152.7% | +89.9% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling