-72.2%
TTD vs MXL
+316.6%
-388.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.5% | -9.9% | -4.6% |
| 7D | +6.3% | +1.6% | +4.7% | +6.3% |
| 30D | -23.9% | -7.0% | -16.9% | -23.9% |
| 3M | -31.4% | -33.4% | +2.0% | -31.2% |
| 6M | -42.7% | +260.2% | -302.8% | -54.0% |
| YTD | -62.0% | +260.0% | -321.9% | -69.7% |
| 1Y | -72.2% | +303.5% | -375.7% | -78.1% |
| All | -72.2% | +316.6% | -388.8% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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