-72.0%
TTD vs MP
-35.7%
-36.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.1% | +8.0% | +2.8% |
| 7D | +3.7% | -12.5% | +16.2% | +3.5% |
| 30D | +10.4% | -23.3% | +33.8% | +9.8% |
| 3M | -31.6% | -24.4% | -7.2% | -32.0% |
| 6M | -45.1% | -45.8% | +0.7% | -44.9% |
| YTD | -65.1% | -28.9% | -36.2% | -65.2% |
| 1Y | -72.0% | -34.6% | -37.4% | -72.0% |
| All | -72.0% | -35.7% | -36.3% | -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