+719.8%
MU vs TTD
-73.2%
+793.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.4% | +10.5% | +5.7% |
| 7D | +9.0% | +6.3% | +2.6% | +9.6% |
| 30D | +13.8% | -23.9% | +37.7% | +11.0% |
| 3M | +2.1% | -31.4% | +33.5% | +0.5% |
| 6M | +153.8% | -42.7% | +196.5% | +151.8% |
| YTD | +256.4% | -62.0% | +318.4% | +273.7% |
| 1Y | +719.8% | -72.2% | +792.0% | +757.9% |
| All | +719.8% | -73.2% | +793.0% | +757.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling