-83.5%
TTD vs MTSI
+153.8%
-237.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -18.4% | +15.2% | -0.7% |
| 7D | -1.9% | -24.6% | +22.7% | +1.6% |
| 30D | +7.5% | -45.7% | +53.2% | +16.2% |
| 3M | -32.4% | -27.7% | -4.7% | -31.7% |
| 6M | -47.9% | -37.3% | -10.7% | -47.8% |
| YTD | -66.3% | +11.1% | -77.4% | -73.9% |
| 1Y | -73.1% | +27.2% | -100.3% | -80.9% |
| All | -83.5% | +153.8% | -237.3% | -89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling