-74.8%
TTD vs MSCI
+34.4%
-109.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | +20.8% | -1.9% | +22.7% | +21.9% |
| 30D | +33.8% | +16.5% | +17.4% | +24.9% |
| 3M | +17.8% | +18.2% | -0.3% | +9.4% |
| 6M | -25.7% | +14.0% | -39.7% | -30.0% |
| YTD | -57.9% | +16.6% | -74.5% | -60.8% |
| 1Y | -63.8% | +14.8% | -78.7% | -66.1% |
| All | -74.8% | +34.4% | -109.2% | -79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling