+4,111.3%
MU vs TTD
+436.3%
+3,674.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.8% |
| 7D | -15.2% | +19.9% | -35.1% | -18.5% |
| 30D | -29.5% | +27.6% | -57.2% | -33.3% |
| 3M | -15.8% | +15.2% | -30.9% | -19.0% |
| 6M | -2.9% | -33.2% | +30.3% | +2.8% |
| YTD | +154.2% | -59.4% | +213.6% | +196.8% |
| 1Y | +186.6% | -64.4% | +250.9% | +245.1% |
| 3Y | +871.5% | -75.9% | +947.4% | +1,069.6% |
| 5Y | +911.7% | -82.6% | +994.3% | +1,103.2% |
| 10Y | +4,277.4% | +558.1% | +3,719.2% | +2,683.0% |
| All | +4,111.3% | +436.3% | +3,674.9% | +2,569.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling