-89.4%
TTD vs MULL
+2,366.2%
-2,455.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.3% | +10.0% | +0.9% |
| 7D | -7.4% | +3.6% | -11.0% | -7.6% |
| 30D | +3.0% | +22.0% | -19.0% | +2.2% |
| 3M | -27.6% | -8.6% | -18.9% | -29.3% |
| 6M | -49.5% | +248.5% | -298.0% | -56.7% |
| YTD | -63.2% | +516.3% | -579.5% | -70.9% |
| 1Y | -69.7% | +2,036.6% | -2,106.4% | -80.2% |
| All | -89.4% | +2,366.2% | -2,455.5% | -94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling