+527.9%
TTD vs MTSI
+539.0%
-11.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.3% | -6.7% | -0.3% |
| 7D | +20.8% | +7.2% | +13.6% | +16.6% |
| 30D | +33.8% | -18.4% | +52.3% | +41.1% |
| 3M | +17.8% | -16.7% | +34.5% | +19.6% |
| 6M | -25.7% | -31.7% | +6.0% | -22.7% |
| YTD | -57.9% | +45.9% | -103.8% | -70.5% |
| 1Y | -63.8% | +47.0% | -110.8% | -75.0% |
| 3Y | -75.0% | +224.1% | -299.1% | -88.6% |
| 5Y | -82.5% | +238.5% | -321.1% | -92.2% |
| 10Y | +527.9% | +512.7% | +15.2% | +94.7% |
| All | +527.9% | +539.0% | -11.1% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling