-89.1%
TTD vs MULL
+2,337.2%
-2,426.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | -0.6% | -8.4% | +7.8% | -0.4% |
| 30D | +6.3% | +9.7% | -3.4% | +5.8% |
| 3M | -24.1% | -26.8% | +2.6% | -24.8% |
| 6M | -47.4% | +220.7% | -268.1% | -54.6% |
| YTD | -62.2% | +509.0% | -571.3% | -70.1% |
| 1Y | -68.3% | +1,739.5% | -1,807.8% | -78.9% |
| All | -89.1% | +2,337.2% | -2,426.2% | -94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling