+49.5%
MSTR vs TTD
-82.3%
+131.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.6% | -0.8% |
| 7D | -14.2% | +20.8% | -35.0% | -22.9% |
| 30D | -19.9% | +33.8% | -53.7% | -31.6% |
| 3M | +27.3% | +17.8% | +9.5% | +15.2% |
| 6M | -37.6% | -25.7% | -11.8% | -31.2% |
| YTD | -19.5% | -57.9% | +38.4% | +16.9% |
| 1Y | -47.1% | -63.8% | +16.7% | -16.7% |
| 3Y | +140.3% | -75.0% | +215.3% | +265.4% |
| 5Y | +49.5% | -82.5% | +132.1% | +138.2% |
| All | +49.5% | -82.3% | +131.8% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling