+364.1%
TTD vs MDY
+173.3%
+190.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +1.9% |
| 7D | -7.4% | -2.5% | -4.9% | -4.2% |
| 30D | +3.0% | -5.0% | +8.1% | +10.5% |
| 3M | -27.6% | +0.5% | -28.0% | -28.8% |
| 6M | -49.5% | +8.0% | -57.5% | -55.6% |
| YTD | -63.2% | +12.2% | -75.3% | -69.5% |
| 1Y | -69.7% | +14.0% | -83.7% | -75.6% |
| 3Y | -83.3% | +48.2% | -131.5% | -90.8% |
| 5Y | -80.8% | +46.1% | -126.9% | -88.0% |
| All | +364.1% | +173.3% | +190.8% | +38.9% |
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