+46.2%
MSFT vs TTD
-75.6%
+121.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -1.3% | +21.3% | -22.5% | -3.9% |
| 30D | -1.8% | +28.7% | -30.6% | -5.3% |
| 3M | +5.6% | +7.7% | -2.1% | +4.2% |
| 6M | +29.8% | -23.5% | +53.3% | +32.9% |
| YTD | +9.0% | -58.7% | +67.7% | +19.1% |
| 1Y | +4.9% | -63.4% | +68.4% | +16.2% |
| 3Y | +46.2% | -75.3% | +121.5% | +57.9% |
| All | +46.2% | -75.6% | +121.8% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling