-83.3%
TTD vs MAGS
+128.8%
-212.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.4% |
| 7D | +1.7% | +1.2% | +0.5% | +0.8% |
| 30D | +1.6% | -0.1% | +1.7% | +1.9% |
| 3M | -27.8% | +3.8% | -31.7% | -30.3% |
| 6M | -52.1% | +13.2% | -65.4% | -57.4% |
| YTD | -63.1% | +4.7% | -67.8% | -64.7% |
| 1Y | -73.1% | +14.4% | -87.4% | -76.3% |
| 3Y | -83.3% | +128.6% | -211.8% | -92.3% |
| All | -83.3% | +128.8% | -212.1% | -92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling