+376.4%
TTD vs MKSI
+501.4%
-125.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.6% | +1.6% |
| 7D | -0.6% | +2.7% | -3.3% | -2.0% |
| 30D | +6.3% | -12.8% | +19.1% | +12.9% |
| 3M | -24.1% | -22.5% | -1.6% | -19.9% |
| 6M | -47.4% | +19.4% | -66.8% | -58.6% |
| YTD | -62.2% | +67.7% | -129.9% | -76.4% |
| 1Y | -68.3% | +131.4% | -199.7% | -84.5% |
| 3Y | -83.4% | +197.3% | -280.8% | -93.8% |
| 5Y | -80.3% | +87.0% | -167.3% | -90.1% |
| All | +376.4% | +501.4% | -125.0% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling