-72.0%
TTD vs MULL
+444.9%
-516.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -13.8% | +16.6% | +2.5% |
| 7D | +3.7% | -35.9% | +39.6% | +2.5% |
| 30D | +10.4% | -47.3% | +57.8% | +8.8% |
| 3M | -31.6% | -30.6% | -1.0% | -32.0% |
| 6M | -45.1% | +13.7% | -58.8% | -45.9% |
| YTD | -65.1% | +272.1% | -337.3% | -67.0% |
| 1Y | -72.0% | +475.1% | -547.1% | -74.5% |
| All | -72.0% | +444.9% | -516.9% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling