-72.2%
TTD vs MKSI
+162.5%
-234.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.6% | -3.9% |
| 7D | +6.3% | +1.8% | +4.6% | +6.6% |
| 30D | -23.9% | -16.8% | -7.1% | -25.0% |
| 3M | -31.4% | -21.1% | -10.3% | -32.6% |
| 6M | -42.7% | +10.8% | -53.5% | -43.2% |
| YTD | -62.0% | +63.3% | -125.3% | -63.1% |
| 1Y | -72.2% | +157.0% | -229.2% | -70.4% |
| All | -72.2% | +162.5% | -234.7% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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