-87.8%
TTD vs MULL
+1,351.1%
-1,439.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +24.0% | -20.4% | +2.8% |
| 7D | +20.8% | -2.5% | +23.3% | +20.4% |
| 30D | +33.8% | -40.1% | +73.9% | +34.9% |
| 3M | +17.8% | -28.2% | +46.0% | +17.7% |
| 6M | -25.7% | -39.6% | +13.8% | -28.2% |
| YTD | -57.9% | +262.6% | -320.5% | -66.5% |
| 1Y | -63.8% | +366.2% | -430.0% | -72.4% |
| All | -87.8% | +1,351.1% | -1,439.0% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling