-72.0%
TTD vs MKSI
+40.1%
-112.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.0% | +7.9% | +2.1% |
| 7D | +3.7% | -10.7% | +14.4% | +1.9% |
| 30D | +10.4% | -30.5% | +40.9% | +4.7% |
| 3M | -31.6% | -39.2% | +7.6% | -35.6% |
| 6M | -45.1% | -33.0% | -12.1% | -47.8% |
| YTD | -65.1% | +22.3% | -87.5% | -67.4% |
| 1Y | -72.0% | +42.7% | -114.7% | -74.0% |
| All | -72.0% | +40.1% | -112.1% | -74.0% |
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