-61.1%
TTD vs MP
+291.5%
-352.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.6% |
| 7D | +21.3% | +9.5% | +11.8% | +19.0% |
| 30D | +28.7% | -3.0% | +31.7% | +29.5% |
| 3M | +7.7% | -30.4% | +38.1% | +15.5% |
| 6M | -23.5% | -39.2% | +15.7% | -17.1% |
| YTD | -58.7% | -23.3% | -35.4% | -58.9% |
| 1Y | -63.4% | -32.6% | -30.8% | -62.6% |
| 3Y | -75.3% | +159.3% | -234.6% | -86.8% |
| 5Y | -84.4% | -16.4% | -67.9% | -87.8% |
| All | -61.1% | +291.5% | -352.6% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling