+430.9%
TTD vs MTB
+152.5%
+278.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +20.8% | -2.0% | +22.8% | +21.8% |
| 30D | +33.8% | +0.1% | +33.7% | +34.1% |
| 3M | +17.8% | -12.1% | +30.0% | +23.9% |
| 6M | -25.7% | +7.3% | -33.0% | -27.5% |
| YTD | -57.9% | +11.5% | -69.4% | -59.7% |
| 1Y | -63.8% | +21.3% | -85.1% | -66.5% |
| 3Y | -75.0% | +104.1% | -179.2% | -81.1% |
| 5Y | -82.5% | +61.8% | -144.4% | -85.6% |
| 10Y | +527.9% | +115.4% | +412.5% | +327.5% |
| All | +430.9% | +152.5% | +278.4% | +227.1% |
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