-72.2%
TTD vs MGY
+15.5%
-87.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.7% |
| 7D | +6.3% | +2.1% | +4.2% | +6.8% |
| 30D | -23.9% | +13.8% | -37.7% | -21.9% |
| 3M | -31.4% | -4.3% | -27.1% | -30.5% |
| 6M | -42.7% | -5.1% | -37.6% | -41.9% |
| YTD | -62.0% | +24.8% | -86.8% | -59.7% |
| 1Y | -72.2% | +11.8% | -84.0% | -71.7% |
| All | -72.2% | +15.5% | -87.7% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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