+1,315.7%
MU vs TTD
-81.6%
+1,397.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.4% | +10.5% | +7.0% |
| 7D | +9.0% | +6.3% | +2.6% | +7.6% |
| 30D | +13.8% | -23.9% | +37.7% | +19.1% |
| 3M | +2.1% | -31.4% | +33.5% | +8.3% |
| 6M | +153.8% | -42.7% | +196.5% | +174.5% |
| YTD | +256.4% | -62.0% | +318.4% | +323.3% |
| 1Y | +719.8% | -72.2% | +792.0% | +943.2% |
| 3Y | +1,360.4% | -81.9% | +1,442.3% | +1,739.8% |
| All | +1,315.7% | -81.6% | +1,397.3% | +1,521.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling