-72.0%
TTD vs MGY
+8.9%
-80.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.2% | +8.1% | +1.8% |
| 7D | +3.7% | -12.1% | +15.8% | +1.3% |
| 30D | +10.4% | -2.6% | +13.1% | +9.8% |
| 3M | -31.6% | -4.2% | -27.4% | -31.6% |
| 6M | -45.1% | -23.9% | -21.2% | -45.1% |
| YTD | -65.1% | +8.8% | -74.0% | -64.8% |
| 1Y | -72.0% | +9.5% | -81.5% | -71.8% |
| All | -72.0% | +8.9% | -80.9% | -71.8% |
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