+325.6%
TTD vs MAS
+195.9%
+129.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.3% | -1.0% |
| 7D | -1.9% | +4.6% | -6.5% | -4.8% |
| 30D | +7.5% | +19.9% | -12.4% | -4.4% |
| 3M | -32.4% | +8.9% | -41.3% | -36.6% |
| 6M | -47.9% | +20.2% | -68.1% | -55.1% |
| YTD | -66.3% | +33.9% | -100.1% | -74.0% |
| 1Y | -73.1% | +34.7% | -107.8% | -79.4% |
| 3Y | -83.8% | +60.4% | -144.2% | -89.7% |
| 5Y | -81.3% | +43.5% | -124.8% | -87.0% |
| 10Y | +436.7% | +226.7% | +210.0% | +131.8% |
| All | +325.6% | +195.9% | +129.6% | +87.3% |
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