+379.4%
TTD vs MTB
+175.1%
+204.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +6.3% | +1.7% | +4.6% | +5.7% |
| 30D | -23.9% | -4.2% | -19.7% | -22.7% |
| 3M | -31.4% | +8.9% | -40.2% | -33.5% |
| 6M | -42.7% | +10.9% | -53.5% | -45.0% |
| YTD | -62.0% | +21.5% | -83.5% | -64.9% |
| 1Y | -72.2% | +21.9% | -94.1% | -74.4% |
| 3Y | -81.9% | +109.2% | -191.2% | -86.5% |
| 5Y | -81.5% | +102.0% | -183.5% | -85.9% |
| All | +379.4% | +175.1% | +204.3% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling