+508.5%
TTD vs MDY
+165.3%
+343.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +21.3% | +2.3% | +19.0% | +18.2% |
| 30D | +28.7% | +2.0% | +26.7% | +26.1% |
| 3M | +7.7% | -5.6% | +13.3% | +16.9% |
| 6M | -23.5% | +1.3% | -24.8% | -25.4% |
| YTD | -58.7% | +12.3% | -71.0% | -65.7% |
| 1Y | -63.4% | +15.8% | -79.2% | -70.9% |
| 3Y | -75.3% | +56.5% | -131.8% | -87.2% |
| 5Y | -84.4% | +35.1% | -119.5% | -89.2% |
| All | +508.5% | +165.3% | +343.1% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling