-64.2%
TTD vs MP
+450.8%
-515.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.7% |
| 7D | +6.3% | -2.9% | +9.2% | +7.0% |
| 30D | -23.9% | +13.8% | -37.7% | -26.8% |
| 3M | -31.4% | -16.7% | -14.7% | -29.9% |
| 6M | -42.7% | -11.5% | -31.2% | -43.4% |
| YTD | -62.0% | +7.9% | -69.9% | -64.7% |
| 1Y | -72.2% | -15.0% | -57.2% | -73.7% |
| 3Y | -81.9% | +153.5% | -235.5% | -89.7% |
| 5Y | -81.5% | +58.7% | -140.2% | -87.3% |
| All | -64.2% | +450.8% | -515.0% | -75.3% |
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