-76.5%
TTD vs MAGS
+188.2%
-264.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.2% |
| 7D | +6.3% | +0.5% | +5.8% | +5.9% |
| 30D | -23.9% | +1.5% | -25.4% | -24.9% |
| 3M | -31.4% | +0.5% | -31.8% | -31.8% |
| 6M | -42.7% | +11.6% | -54.3% | -48.4% |
| YTD | -62.0% | +5.3% | -67.3% | -63.9% |
| 1Y | -72.2% | +14.9% | -87.1% | -75.7% |
| 3Y | -81.9% | +128.9% | -210.8% | -92.2% |
| All | -76.5% | +188.2% | -264.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling