-80.4%
TTD vs MGY
+88.4%
-168.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | -7.4% | +1.8% | -9.2% | -7.9% |
| 30D | +3.0% | +6.5% | -3.5% | +0.8% |
| 3M | -27.6% | +0.3% | -27.9% | -28.4% |
| 6M | -49.5% | -2.4% | -47.1% | -50.0% |
| YTD | -63.2% | +29.0% | -92.2% | -67.2% |
| 1Y | -69.7% | +17.0% | -86.8% | -72.2% |
| 3Y | -83.3% | +26.2% | -109.5% | -85.5% |
| All | -80.4% | +88.4% | -168.8% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling