+874.3%
MSFT vs TTD
+401.9%
+472.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.3% | -1.3% |
| 7D | -2.7% | +6.3% | -9.0% | -3.8% |
| 30D | +2.7% | -23.9% | +26.6% | +6.9% |
| 3M | +17.0% | -31.4% | +48.3% | +23.7% |
| 6M | +23.8% | -42.7% | +66.5% | +34.0% |
| YTD | +4.0% | -62.0% | +66.0% | +20.5% |
| 1Y | -0.8% | -72.2% | +71.4% | +20.7% |
| 3Y | +55.6% | -81.9% | +137.5% | +89.3% |
| 5Y | +72.9% | -81.5% | +154.4% | +93.5% |
| All | +874.3% | +401.9% | +472.4% | +595.7% |
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 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