+173.0%
TTD vs MGY
+210.8%
-37.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -4.6% | +1.5% | -6.1% | -5.1% |
| 30D | +3.7% | +6.8% | -3.2% | +1.4% |
| 3M | -30.2% | +2.6% | -32.8% | -31.6% |
| 6M | -51.4% | -3.1% | -48.3% | -51.8% |
| YTD | -63.4% | +29.4% | -92.8% | -67.1% |
| 1Y | -73.5% | +22.3% | -95.8% | -75.9% |
| 3Y | -83.5% | +26.6% | -110.0% | -85.3% |
| 5Y | -80.9% | +92.1% | -173.1% | -85.6% |
| All | +173.0% | +210.8% | -37.8% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling