-72.2%
TTD vs MAR
+27.3%
-99.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | -4.2% | +10.5% | +7.1% |
| 30D | -23.9% | -6.7% | -17.2% | -23.0% |
| 3M | -31.4% | -12.5% | -18.9% | -29.8% |
| 6M | -42.7% | +0.6% | -43.2% | -42.7% |
| YTD | -62.0% | +9.1% | -71.1% | -62.2% |
| 1Y | -72.2% | +26.2% | -98.4% | -72.9% |
| All | -72.2% | +27.3% | -99.5% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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