+957.9%
MU vs TTD
-83.5%
+1,041.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.9% |
| 7D | +21.6% | +20.8% | +0.9% | +17.1% |
| 30D | -16.2% | +27.1% | -43.3% | -20.2% |
| 3M | -12.4% | +14.7% | -27.0% | -15.3% |
| 6M | +4.2% | -26.8% | +31.0% | +8.1% |
| YTD | +180.0% | -59.2% | +239.2% | +228.5% |
| 1Y | +226.4% | -64.7% | +291.1% | +297.1% |
| 3Y | +969.7% | -75.8% | +1,045.6% | +1,161.0% |
| 5Y | +957.9% | -84.6% | +1,042.5% | +1,200.1% |
| All | +957.9% | -83.5% | +1,041.4% | +1,200.1% |
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