-72.2%
TTD vs MP
-17.4%
-54.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.3% |
| 7D | +6.3% | -2.9% | +9.2% | +6.2% |
| 30D | -23.9% | +13.8% | -37.7% | -23.4% |
| 3M | -31.4% | -16.7% | -14.7% | -30.7% |
| 6M | -42.7% | -11.5% | -31.2% | -42.1% |
| YTD | -62.0% | +7.9% | -69.9% | -61.3% |
| 1Y | -72.2% | -15.0% | -57.2% | -72.0% |
| All | -72.2% | -17.4% | -54.8% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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