-83.9%
TTD vs MKSI
+184.9%
-268.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.3% |
| 7D | -7.4% | +4.9% | -12.3% | -8.7% |
| 30D | +3.0% | -11.0% | +14.0% | +5.7% |
| 3M | -27.6% | -17.1% | -10.5% | -27.4% |
| 6M | -49.5% | +16.4% | -65.9% | -56.6% |
| YTD | -63.2% | +64.3% | -127.5% | -73.4% |
| 1Y | -69.7% | +137.7% | -207.5% | -82.3% |
| All | -83.9% | +184.9% | -268.7% | -91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling