-69.9%
TTD vs MAR
+26.6%
-96.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | +3.7% | -4.7% | +8.3% | +4.4% |
| 3M | -30.2% | -15.6% | -14.6% | -28.3% |
| 6M | -51.4% | +1.2% | -52.6% | -51.4% |
| YTD | -63.4% | +7.5% | -70.9% | -63.5% |
| All | -69.9% | +26.6% | -96.5% | -70.2% |
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