-80.4%
TTD vs MKTX
-60.5%
-19.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -7.4% | -0.2% | -7.3% | -7.4% |
| 30D | +3.0% | +0.8% | +2.2% | +2.7% |
| 3M | -27.6% | +41.1% | -68.7% | -38.9% |
| 6M | -49.5% | -9.5% | -39.9% | -47.5% |
| YTD | -63.2% | -8.7% | -54.5% | -62.1% |
| 1Y | -69.7% | -10.0% | -59.8% | -68.7% |
| 3Y | -83.3% | -24.6% | -58.7% | -83.0% |
| All | -80.4% | -60.5% | -19.9% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling