-74.8%
TTD vs MTB
+105.4%
-180.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +20.8% | -2.0% | +22.8% | +22.1% |
| 30D | +33.8% | +0.1% | +33.7% | +34.1% |
| 3M | +17.8% | -12.1% | +30.0% | +25.2% |
| 6M | -25.7% | +7.3% | -33.0% | -27.8% |
| YTD | -57.9% | +11.5% | -69.4% | -60.3% |
| 1Y | -63.8% | +21.3% | -85.1% | -67.4% |
| All | -74.8% | +105.4% | -180.2% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling