+5,708.4%
MU vs TTD
+387.7%
+5,320.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.0% |
| 7D | +7.2% | +1.7% | +5.4% | +6.6% |
| 30D | +14.0% | +1.6% | +12.4% | +13.3% |
| 3M | +5.4% | -27.8% | +33.2% | +10.8% |
| 6M | +170.3% | -52.1% | +222.4% | +207.4% |
| YTD | +250.7% | -63.1% | +313.7% | +320.0% |
| 1Y | +662.1% | -73.1% | +735.2% | +877.3% |
| 3Y | +1,341.2% | -83.3% | +1,424.5% | +1,785.7% |
| 5Y | +1,319.3% | -80.6% | +1,400.0% | +1,527.4% |
| All | +5,708.4% | +387.7% | +5,320.7% | +3,678.0% |
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