-75.9%
TTD vs MAGS
+118.0%
-194.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.9% |
| 7D | +19.9% | -0.3% | +20.2% | +20.3% |
| 30D | +27.6% | -7.1% | +34.7% | +35.5% |
| 3M | +15.2% | -0.7% | +15.9% | +15.6% |
| 6M | -33.2% | -1.5% | -31.7% | -32.8% |
| YTD | -59.4% | +3.9% | -63.3% | -61.1% |
| 1Y | -64.4% | +3.1% | -67.4% | -65.6% |
| 3Y | -75.9% | +121.6% | -197.5% | -88.2% |
| All | -75.9% | +118.0% | -194.0% | -88.2% |
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