-83.3%
TTD vs MAR
+68.8%
-152.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.3% |
| 7D | +1.7% | -1.7% | +3.5% | +2.9% |
| 30D | +1.6% | -6.9% | +8.5% | +6.3% |
| 3M | -27.8% | -15.8% | -12.0% | -19.4% |
| 6M | -52.1% | +1.9% | -54.1% | -53.9% |
| YTD | -63.1% | +6.6% | -69.7% | -66.0% |
| 1Y | -73.1% | +23.7% | -96.7% | -78.5% |
| 3Y | -83.3% | +64.6% | -147.9% | -89.3% |
| All | -83.3% | +68.8% | -152.0% | -89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling