-89.3%
TTD vs MULL
+2,481.0%
-2,570.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.7% |
| 7D | +1.7% | +14.0% | -12.2% | +1.3% |
| 30D | +1.6% | +24.8% | -23.2% | +0.7% |
| 3M | -27.8% | -16.1% | -11.7% | -29.1% |
| 6M | -52.1% | +330.9% | -383.0% | -59.7% |
| YTD | -63.1% | +545.0% | -608.1% | -70.8% |
| 1Y | -73.1% | +2,427.1% | -2,500.2% | -82.8% |
| All | -89.3% | +2,481.0% | -2,570.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling