+180.5%
MSTR vs TTD
-83.7%
+264.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.2% | +5.2% | -6.4% | -2.8% |
| 30D | -15.9% | +6.9% | -22.9% | -17.6% |
| 3M | +33.1% | -26.8% | +59.9% | +45.3% |
| 6M | -31.0% | -46.1% | +15.2% | -17.1% |
| YTD | -15.1% | -65.9% | +50.8% | +18.8% |
| 1Y | -45.6% | -71.8% | +26.2% | -18.5% |
| 3Y | +180.5% | -83.3% | +263.8% | +366.7% |
| All | +180.5% | -83.7% | +264.2% | +366.7% |
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 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