+995.4%
MU vs TTD
-75.1%
+1,070.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.6% | +8.3% | +11.5% |
| 7D | +2.0% | +20.8% | -18.8% | -0.2% |
| 30D | -18.0% | +33.8% | -51.8% | -20.7% |
| 3M | -6.6% | +17.8% | -24.4% | -8.7% |
| 6M | +2.0% | -25.7% | +27.8% | +4.5% |
| YTD | +184.5% | -57.9% | +242.4% | +220.8% |
| 1Y | +236.9% | -63.8% | +300.7% | +292.0% |
| All | +995.4% | -75.1% | +1,070.5% | +999.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling