-68.2%
TTD vs MP
+240.8%
-309.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.9% | -1.9% |
| 7D | -1.9% | -19.0% | +17.1% | +2.6% |
| 30D | +7.5% | -30.5% | +37.9% | +16.0% |
| 3M | -32.4% | -29.6% | -2.9% | -28.2% |
| 6M | -47.9% | -50.4% | +2.5% | -41.1% |
| YTD | -66.3% | -33.2% | -33.0% | -65.4% |
| 1Y | -73.1% | -38.6% | -34.6% | -72.2% |
| 3Y | -83.8% | +105.5% | -189.3% | -90.8% |
| 5Y | -81.3% | -7.8% | -73.5% | -85.6% |
| All | -68.2% | +240.8% | -309.0% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling