-84.6%
TTD vs MTSI
+208.2%
-292.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +9.0% | +6.5% | +12.2% |
| 7D | +19.0% | +3.5% | +15.4% | +16.6% |
| 30D | +23.6% | -30.3% | +53.9% | +38.2% |
| 3M | +8.2% | -26.0% | +34.2% | +15.0% |
| 6M | -35.3% | -36.1% | +0.8% | -30.9% |
| YTD | -60.7% | +34.3% | -95.0% | -75.0% |
| 1Y | -65.3% | +35.3% | -100.5% | -78.4% |
| 3Y | -80.6% | +217.6% | -298.2% | -94.6% |
| 5Y | -84.6% | +210.1% | -294.7% | -95.9% |
| All | -84.6% | +208.2% | -292.8% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling