-73.5%
TTD vs MAGS
+14.5%
-88.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -4.6% | +0.8% | -5.4% | -5.0% |
| 30D | +3.7% | +0.4% | +3.3% | +3.5% |
| 3M | -30.2% | +5.6% | -35.8% | -32.6% |
| 6M | -51.4% | +12.3% | -63.7% | -55.1% |
| YTD | -63.4% | +5.1% | -68.5% | -64.5% |
| 1Y | -73.5% | +14.0% | -87.5% | -75.3% |
| All | -73.5% | +14.5% | -88.0% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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