-85.4%
TTD vs MP
-5.6%
-79.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | -0.1% |
| 7D | +5.2% | -10.5% | +15.7% | +7.6% |
| 30D | +6.9% | -23.5% | +30.5% | +13.1% |
| 3M | -26.8% | -25.4% | -1.4% | -23.2% |
| 6M | -46.1% | -51.3% | +5.1% | -38.5% |
| YTD | -65.9% | -29.9% | -36.0% | -65.5% |
| 1Y | -71.8% | -31.8% | -40.0% | -71.7% |
| 3Y | -83.3% | +127.0% | -210.3% | -92.2% |
| All | -85.4% | -5.6% | -79.8% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling