-72.0%
TTD vs MTB
+27.0%
-99.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.5% |
| 7D | +3.7% | +2.0% | +1.7% | +3.1% |
| 30D | +10.4% | +2.9% | +7.5% | +9.5% |
| 3M | -31.6% | -10.7% | -20.9% | -30.2% |
| 6M | -45.1% | +6.3% | -51.5% | -44.3% |
| YTD | -65.1% | +13.8% | -78.9% | -65.8% |
| 1Y | -72.0% | +27.7% | -99.7% | -74.1% |
| All | -72.0% | +27.0% | -99.0% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling