-85.4%
TTD vs MAS
+39.2%
-124.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.9% | +2.2% |
| 7D | +5.2% | +2.0% | +3.2% | +3.7% |
| 30D | +6.9% | +19.4% | -12.4% | -4.8% |
| 3M | -26.8% | +9.4% | -36.2% | -31.7% |
| 6M | -46.1% | +15.3% | -61.5% | -52.6% |
| YTD | -65.9% | +31.3% | -97.3% | -74.0% |
| 1Y | -71.8% | +34.9% | -106.7% | -79.1% |
| 3Y | -83.3% | +58.6% | -141.9% | -90.5% |
| All | -85.4% | +39.2% | -124.6% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 5y: compounded portfolio wealth divided by compounded MAS 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…
5y analysis · Full analysis span regression · 6 months rolling