-75.6%
TTD vs MDY
+57.0%
-132.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -1.9% |
| 7D | +20.8% | +3.0% | +17.7% | +17.4% |
| 30D | +27.1% | +0.8% | +26.3% | +26.6% |
| 3M | +14.7% | -5.1% | +19.8% | +21.5% |
| 6M | -26.8% | +1.2% | -28.0% | -28.2% |
| YTD | -59.2% | +12.5% | -71.7% | -65.1% |
| 1Y | -64.7% | +13.8% | -78.4% | -70.3% |
| All | -75.6% | +57.0% | -132.6% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling