-84.0%
TTD vs MDY
+48.7%
-132.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | +0.1% |
| 7D | -4.6% | -0.8% | -3.8% | -3.8% |
| 30D | +3.7% | -3.9% | +7.5% | +8.0% |
| 3M | -30.2% | 0.0% | -30.2% | -30.7% |
| 6M | -51.4% | +8.5% | -59.9% | -56.4% |
| YTD | -63.4% | +13.2% | -76.7% | -69.0% |
| 1Y | -73.5% | +15.0% | -88.5% | -78.1% |
| All | -84.0% | +48.7% | -132.6% | -90.5% |
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