+361.1%
TTD vs MTB
+173.0%
+188.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.6% | +1.1% | -5.7% | -5.0% |
| 30D | +3.7% | -4.6% | +8.3% | +5.5% |
| 3M | -30.2% | +6.3% | -36.5% | -31.7% |
| 6M | -51.4% | +15.6% | -67.0% | -54.1% |
| YTD | -63.4% | +20.6% | -84.0% | -66.1% |
| 1Y | -73.5% | +22.5% | -96.0% | -75.7% |
| 3Y | -83.5% | +114.4% | -197.9% | -87.7% |
| 5Y | -80.9% | +101.9% | -182.8% | -85.4% |
| All | +361.1% | +173.0% | +188.2% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling