+365.8%
TTD vs MDY
+178.9%
+186.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -1.9% |
| 7D | +1.7% | +1.0% | +0.7% | +0.4% |
| 30D | +1.6% | -3.1% | +4.7% | +6.1% |
| 3M | -27.8% | +1.8% | -29.7% | -30.3% |
| 6M | -52.1% | +10.8% | -62.9% | -59.3% |
| YTD | -63.1% | +14.4% | -77.5% | -70.2% |
| 1Y | -73.1% | +15.2% | -88.3% | -78.6% |
| 3Y | -83.3% | +51.2% | -134.5% | -91.0% |
| 5Y | -80.6% | +47.2% | -127.9% | -88.0% |
| All | +365.8% | +178.9% | +186.9% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling