-72.0%
TTD vs MTSI
+59.5%
-131.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +2.7% |
| 7D | +3.7% | -10.7% | +14.3% | +1.2% |
| 30D | +10.4% | -29.0% | +39.4% | +3.3% |
| 3M | -31.6% | -14.7% | -16.9% | -32.4% |
| 6M | -45.1% | -20.1% | -25.0% | -46.2% |
| YTD | -65.1% | +36.1% | -101.3% | -64.0% |
| 1Y | -72.0% | +61.7% | -133.7% | -71.1% |
| All | -72.0% | +59.5% | -131.5% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling