+412.3%
TTD vs MAR
+570.6%
-158.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +1.6% |
| 7D | +19.9% | +2.9% | +17.1% | +17.9% |
| 30D | +27.6% | +17.0% | +10.6% | +15.7% |
| 3M | +15.2% | +23.2% | -8.0% | +0.6% |
| 6M | -33.2% | +21.7% | -54.9% | -41.5% |
| YTD | -59.4% | +38.9% | -98.2% | -67.8% |
| 1Y | -64.4% | +48.7% | -113.0% | -73.1% |
| 3Y | -75.9% | +122.9% | -198.8% | -85.9% |
| 5Y | -82.6% | +177.5% | -260.1% | -91.0% |
| 10Y | +558.1% | +537.5% | +20.6% | +146.5% |
| All | +412.3% | +570.6% | -158.3% | +100.8% |
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