-80.9%
TTD vs MDY
+45.8%
-126.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | +0.6% |
| 7D | -4.6% | -0.8% | -3.8% | -3.4% |
| 30D | +3.7% | -3.9% | +7.5% | +10.1% |
| 3M | -30.2% | 0.0% | -30.2% | -31.0% |
| 6M | -51.4% | +8.5% | -59.9% | -58.5% |
| YTD | -63.4% | +13.2% | -76.7% | -71.2% |
| 1Y | -73.5% | +15.0% | -88.5% | -79.9% |
| 3Y | -83.5% | +49.6% | -133.0% | -92.5% |
| 5Y | -80.9% | +46.0% | -126.9% | -89.8% |
| All | -80.9% | +45.8% | -126.8% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling