+329.6%
TTD vs MSCI
+730.9%
-401.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.9% |
| 7D | +5.2% | +2.8% | +2.4% | +2.6% |
| 30D | +6.9% | +15.4% | -8.5% | -5.7% |
| 3M | -26.8% | +13.4% | -40.2% | -34.4% |
| 6M | -46.1% | +10.9% | -57.1% | -51.2% |
| YTD | -65.9% | +13.0% | -78.9% | -70.2% |
| 1Y | -71.8% | +12.0% | -83.9% | -75.3% |
| 3Y | -83.3% | +34.1% | -117.4% | -88.7% |
| 5Y | -81.1% | +3.9% | -85.0% | -83.2% |
| 10Y | +441.7% | +802.0% | -360.3% | +2.2% |
| All | +329.6% | +730.9% | -401.4% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling