+5,803.2%
MU vs TTD
+401.9%
+5,401.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.4% | +10.5% | +7.0% |
| 7D | +9.0% | +6.3% | +2.6% | +7.4% |
| 30D | +13.8% | -23.9% | +37.7% | +19.5% |
| 3M | +2.1% | -31.4% | +33.5% | +8.6% |
| 6M | +153.8% | -42.7% | +196.5% | +175.6% |
| YTD | +256.4% | -62.0% | +318.4% | +324.2% |
| 1Y | +719.8% | -72.2% | +792.0% | +944.2% |
| 3Y | +1,360.4% | -81.9% | +1,442.3% | +1,775.8% |
| 5Y | +1,312.4% | -81.5% | +1,394.0% | +1,539.2% |
| All | +5,803.2% | +401.9% | +5,401.3% | +3,715.9% |
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 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