-72.2%
TTD vs MKTX
-8.5%
-63.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | +0.4% | +5.9% | +6.3% |
| 30D | -23.9% | +1.1% | -25.0% | -24.0% |
| 3M | -31.4% | +36.1% | -67.5% | -34.1% |
| 6M | -42.7% | -12.9% | -29.8% | -39.8% |
| YTD | -62.0% | -8.5% | -53.5% | -61.0% |
| 1Y | -72.2% | -7.5% | -64.7% | -71.1% |
| All | -72.2% | -8.5% | -63.7% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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