+365.8%
TTD vs MKSI
+497.3%
-131.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.9% |
| 7D | +1.7% | +7.7% | -6.0% | -2.2% |
| 30D | +1.6% | -12.9% | +14.5% | +7.8% |
| 3M | -27.8% | -14.8% | -13.0% | -28.1% |
| 6M | -52.1% | +26.6% | -78.8% | -63.6% |
| YTD | -63.1% | +66.6% | -129.7% | -76.9% |
| 1Y | -73.1% | +144.6% | -217.6% | -87.3% |
| 3Y | -83.3% | +193.1% | -276.4% | -93.7% |
| 5Y | -80.6% | +88.6% | -169.2% | -90.3% |
| All | +365.8% | +497.3% | -131.5% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling