-83.3%
TTD vs MP
+114.3%
-197.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.6% |
| 7D | +5.2% | -10.5% | +15.7% | +5.9% |
| 30D | +6.9% | -23.5% | +30.5% | +8.6% |
| 3M | -26.8% | -25.4% | -1.4% | -25.8% |
| 6M | -46.1% | -51.3% | +5.1% | -43.8% |
| YTD | -65.9% | -29.9% | -36.0% | -65.8% |
| 1Y | -71.8% | -31.8% | -40.0% | -71.7% |
| 3Y | -83.3% | +127.0% | -210.3% | -88.1% |
| All | -83.3% | +114.3% | -197.7% | -88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling