+189.8%
MU vs TTD
-72.9%
+262.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +5.2% |
| 7D | -22.0% | +5.2% | -27.2% | -21.6% |
| 30D | -36.6% | +6.9% | -43.5% | -36.0% |
| 3M | -21.7% | -26.8% | +5.1% | -23.9% |
| 6M | +3.5% | -46.1% | +49.7% | +1.3% |
| YTD | +141.9% | -65.9% | +207.9% | +168.9% |
| 1Y | +189.8% | -71.8% | +261.7% | +252.3% |
| All | +189.8% | -72.9% | +262.7% | +252.3% |
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