+500.3%
TTD vs MTSI
+498.4%
+1.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.6% |
| 7D | +20.8% | +29.1% | -8.3% | +9.5% |
| 30D | +27.1% | -20.4% | +47.5% | +35.3% |
| 3M | +14.7% | -20.9% | +35.6% | +18.9% |
| 6M | -26.8% | -32.3% | +5.4% | -23.6% |
| YTD | -59.2% | +43.5% | -102.7% | -71.3% |
| 1Y | -64.7% | +43.8% | -108.5% | -75.3% |
| 3Y | -75.8% | +218.8% | -294.6% | -88.9% |
| 5Y | -84.6% | +228.3% | -312.9% | -93.0% |
| All | +500.3% | +498.4% | +1.9% | +87.2% |
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