+376.4%
TTD vs MKTX
+3.6%
+372.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +6.3% | +0.7% | +5.6% | +5.9% |
| 3M | -24.1% | +40.8% | -64.9% | -38.1% |
| 6M | -47.4% | -8.0% | -39.4% | -46.5% |
| YTD | -62.2% | -8.7% | -53.5% | -61.6% |
| 1Y | -68.3% | -11.8% | -56.5% | -67.3% |
| 3Y | -83.4% | -24.0% | -59.4% | -83.1% |
| 5Y | -80.3% | -60.3% | -20.0% | -70.5% |
| All | +376.4% | +3.6% | +372.8% | +596.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling