+420.9%
TTD vs MTB
+153.6%
+267.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.1% |
| 7D | +21.3% | +1.5% | +19.7% | +20.7% |
| 30D | +28.7% | +2.3% | +26.4% | +27.9% |
| 3M | +7.7% | -12.1% | +19.8% | +13.2% |
| 6M | -23.5% | +9.8% | -33.3% | -26.0% |
| YTD | -58.7% | +12.0% | -70.7% | -60.5% |
| 1Y | -63.4% | +22.0% | -85.5% | -66.2% |
| 3Y | -75.3% | +107.6% | -182.9% | -81.4% |
| 5Y | -84.4% | +61.9% | -146.2% | -87.1% |
| 10Y | +516.1% | +116.3% | +399.8% | +318.8% |
| All | +420.9% | +153.6% | +267.3% | +220.5% |
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