-72.0%
TTD vs MAR
+62.0%
-134.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.8% | +2.5% |
| 7D | +3.7% | +7.7% | -4.0% | +2.2% |
| 30D | +10.4% | +19.4% | -8.9% | +6.9% |
| 3M | -31.6% | +23.3% | -54.9% | -34.1% |
| 6M | -45.1% | +22.8% | -68.0% | -46.9% |
| YTD | -65.1% | +37.8% | -102.9% | -66.7% |
| 1Y | -72.0% | +57.4% | -129.4% | -74.1% |
| All | -72.0% | +62.0% | -134.0% | -74.1% |
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