+379.4%
TTD vs MSI
+619.0%
-239.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.7% |
| 7D | +6.3% | -3.7% | +10.0% | +9.1% |
| 30D | -23.9% | +6.8% | -30.7% | -28.2% |
| 3M | -31.4% | +14.3% | -45.7% | -38.4% |
| 6M | -42.7% | -1.6% | -41.1% | -43.2% |
| YTD | -62.0% | +22.8% | -84.8% | -68.7% |
| 1Y | -72.2% | -1.1% | -71.1% | -73.0% |
| 3Y | -81.9% | +70.5% | -152.4% | -89.5% |
| 5Y | -81.5% | +102.8% | -184.3% | -90.8% |
| All | +379.4% | +619.0% | -239.6% | -7.2% |
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