-80.6%
TTD vs MTB
+102.5%
-183.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.5% |
| 7D | +1.7% | +2.8% | -1.0% | +0.4% |
| 30D | +1.6% | -4.2% | +5.8% | +3.8% |
| 3M | -27.8% | +7.8% | -35.6% | -30.5% |
| 6M | -52.1% | +14.8% | -66.9% | -55.6% |
| YTD | -63.1% | +20.8% | -83.8% | -66.9% |
| 1Y | -73.1% | +23.1% | -96.2% | -76.2% |
| 3Y | -83.3% | +114.8% | -198.1% | -89.5% |
| 5Y | -80.6% | +103.3% | -183.9% | -86.0% |
| All | -80.6% | +102.5% | -183.1% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling