+526.8%
MSTR vs TTD
+545.2%
-18.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.3% | -6.9% | -4.7% |
| 7D | -10.7% | +19.9% | -30.6% | -16.6% |
| 30D | -21.6% | +27.6% | -49.2% | -28.1% |
| 3M | +24.4% | +15.2% | +9.2% | +17.5% |
| 6M | -35.5% | -33.2% | -2.3% | -28.5% |
| YTD | -20.3% | -59.4% | +39.1% | +3.2% |
| 1Y | -49.3% | -64.4% | +15.0% | -31.4% |
| 3Y | +137.8% | -75.9% | +213.7% | +237.0% |
| 5Y | +48.3% | -82.6% | +130.9% | +122.4% |
| 10Y | +526.8% | +558.1% | -31.3% | +511.7% |
| All | +526.8% | +545.2% | -18.4% | +511.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling