+329.6%
TTD vs MSI
+692.4%
-362.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | +5.2% | +4.7% | +0.5% | +1.5% |
| 30D | +6.9% | +14.8% | -7.8% | -3.6% |
| 3M | -26.8% | +8.8% | -35.6% | -31.4% |
| 6M | -46.1% | +19.3% | -65.5% | -53.7% |
| YTD | -65.9% | +35.3% | -101.3% | -74.0% |
| 1Y | -71.8% | +33.8% | -105.6% | -78.3% |
| 3Y | -83.3% | +74.4% | -157.7% | -90.4% |
| 5Y | -81.1% | +120.5% | -201.7% | -91.1% |
| 10Y | +441.7% | +685.2% | -243.5% | -9.4% |
| All | +329.6% | +692.4% | -362.8% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling