-9.3%
TDG vs MTSI
+105.1%
-114.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.2% |
| 7D | -2.0% | +1.4% | -3.4% | -2.1% |
| 30D | -7.4% | +2.1% | -9.5% | -7.6% |
| 3M | -5.4% | -29.7% | +24.4% | -4.1% |
| 6M | -11.6% | +12.5% | -24.2% | -13.4% |
| YTD | -12.6% | +57.0% | -69.6% | -14.9% |
| 1Y | -9.3% | +103.9% | -113.3% | -11.5% |
| All | -9.3% | +105.1% | -114.4% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling