+379.4%
TTD vs MTSI
+557.4%
-178.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.8% | -5.8% |
| 7D | +6.3% | +1.4% | +5.0% | +5.6% |
| 30D | -23.9% | +2.1% | -26.0% | -26.5% |
| 3M | -31.4% | -29.7% | -1.7% | -24.6% |
| 6M | -42.7% | +12.5% | -55.2% | -51.3% |
| YTD | -62.0% | +57.0% | -119.0% | -72.9% |
| 1Y | -72.2% | +103.9% | -176.1% | -83.0% |
| 3Y | -81.9% | +223.6% | -305.5% | -91.4% |
| 5Y | -81.5% | +321.6% | -403.1% | -92.1% |
| All | +379.4% | +557.4% | -178.0% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling