+379.4%
TTD vs MAS
+156.7%
+222.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -5.5% |
| 7D | +6.3% | -0.8% | +7.1% | +6.8% |
| 30D | -23.9% | -5.6% | -18.3% | -21.5% |
| 3M | -31.4% | +4.4% | -35.8% | -34.8% |
| 6M | -42.7% | +7.2% | -49.9% | -47.9% |
| YTD | -62.0% | +16.1% | -78.1% | -67.8% |
| 1Y | -72.2% | +0.1% | -72.3% | -74.0% |
| 3Y | -81.9% | +28.3% | -110.3% | -86.6% |
| 5Y | -81.5% | +30.5% | -112.0% | -86.3% |
| All | +379.4% | +156.7% | +222.8% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling