-63.4%
TTD vs MDY
+14.2%
-77.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +21.3% | +2.3% | +19.0% | +20.2% |
| 30D | +28.7% | +2.0% | +26.7% | +28.0% |
| 3M | +7.7% | -5.6% | +13.3% | +8.4% |
| 6M | -23.5% | +1.3% | -24.8% | -24.3% |
| YTD | -58.7% | +12.3% | -71.0% | -61.5% |
| 1Y | -63.4% | +15.8% | -79.2% | -66.9% |
| All | -63.4% | +14.2% | -77.6% | -66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling