+379.4%
TTD vs MSCI
+642.8%
-263.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.1% |
| 7D | +6.3% | +0.4% | +5.9% | +6.0% |
| 30D | -23.9% | +0.6% | -24.5% | -24.0% |
| 3M | -31.4% | -7.1% | -24.3% | -27.3% |
| 6M | -42.7% | +0.8% | -43.5% | -43.7% |
| YTD | -62.0% | +1.0% | -63.0% | -63.3% |
| 1Y | -72.2% | +4.3% | -76.5% | -74.3% |
| 3Y | -81.9% | +9.9% | -91.9% | -85.2% |
| 5Y | -81.5% | -6.8% | -74.8% | -81.9% |
| All | +379.4% | +642.8% | -263.4% | +16.1% |
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 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