+548.8%
MU vs TTD
-69.0%
+617.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.9% | 0.0% |
| 7D | -4.1% | -0.6% | -3.4% | -4.1% |
| 30D | +7.0% | +6.3% | +0.7% | +7.6% |
| 3M | -2.1% | -24.1% | +22.1% | -3.4% |
| 6M | +133.1% | -47.4% | +180.5% | +134.6% |
| YTD | +241.9% | -62.2% | +304.1% | +271.8% |
| 1Y | +548.8% | -68.3% | +617.1% | +627.0% |
| All | +548.8% | -69.0% | +617.8% | +627.0% |
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 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