+430.9%
TTD vs MAR
+572.0%
-141.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +20.8% | +1.0% | +19.8% | +20.1% |
| 30D | +33.8% | +16.2% | +17.6% | +21.8% |
| 3M | +17.8% | +23.1% | -5.2% | +3.0% |
| 6M | -25.7% | +22.0% | -47.7% | -35.0% |
| YTD | -57.9% | +39.2% | -97.1% | -66.6% |
| 1Y | -63.8% | +48.3% | -112.1% | -72.6% |
| 3Y | -75.0% | +123.4% | -198.4% | -85.4% |
| 5Y | -82.5% | +185.4% | -267.9% | -91.0% |
| 10Y | +527.9% | +539.2% | -11.3% | +134.9% |
| All | +430.9% | +572.0% | -141.2% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling