+751.9%
MSTR vs TTD
+401.9%
+350.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +0.1% |
| 7D | +12.2% | +6.3% | +5.8% | +10.0% |
| 30D | +45.2% | -23.9% | +69.1% | +56.5% |
| 3M | +10.4% | -31.4% | +41.8% | +22.8% |
| 6M | -2.5% | -42.7% | +40.2% | +12.4% |
| YTD | -6.0% | -62.0% | +56.0% | +24.7% |
| 1Y | -56.4% | -72.2% | +15.8% | -36.0% |
| 3Y | +306.3% | -81.9% | +388.2% | +527.9% |
| 5Y | +100.5% | -81.5% | +182.0% | +198.7% |
| All | +751.9% | +401.9% | +350.0% | +795.5% |
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