+365.8%
TTD vs MSI
+611.2%
-245.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.0% |
| 7D | +1.7% | -5.8% | +7.5% | +6.1% |
| 30D | +1.6% | -1.0% | +2.6% | +2.1% |
| 3M | -27.8% | +14.2% | -42.0% | -35.2% |
| 6M | -52.1% | +1.0% | -53.2% | -53.4% |
| YTD | -63.1% | +21.5% | -84.5% | -69.4% |
| 1Y | -73.1% | -2.1% | -70.9% | -73.6% |
| 3Y | -83.3% | +69.3% | -152.6% | -90.3% |
| 5Y | -80.6% | +99.3% | -179.9% | -90.2% |
| All | +365.8% | +611.2% | -245.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling