+325.6%
TTD vs MLM
+222.7%
+102.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -0.1% |
| 7D | -1.9% | -1.2% | -0.7% | -1.3% |
| 30D | +7.5% | +7.9% | -0.5% | +2.5% |
| 3M | -32.4% | -4.5% | -28.0% | -31.0% |
| 6M | -47.9% | -12.6% | -35.3% | -44.4% |
| YTD | -66.3% | -14.9% | -51.4% | -64.0% |
| 1Y | -73.1% | -13.1% | -60.1% | -71.8% |
| 3Y | -83.8% | +21.2% | -105.0% | -86.8% |
| 5Y | -81.3% | +32.0% | -113.3% | -85.3% |
| 10Y | +436.7% | +195.3% | +241.3% | +156.2% |
| All | +325.6% | +222.7% | +102.9% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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