-72.0%
TTD vs MSCI
+17.3%
-89.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | 0.0% |
| 7D | +3.7% | +11.5% | -7.8% | -2.1% |
| 30D | +10.4% | +22.1% | -11.6% | -0.4% |
| 3M | -31.6% | +18.4% | -50.0% | -37.3% |
| 6M | -45.1% | +16.6% | -61.7% | -49.4% |
| YTD | -65.1% | +18.8% | -84.0% | -67.4% |
| 1Y | -72.0% | +19.0% | -91.0% | -73.1% |
| All | -72.0% | +17.3% | -89.2% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling