-80.8%
TTD vs MXL
+29.7%
-110.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +1.3% |
| 7D | -7.4% | +16.6% | -24.1% | -10.7% |
| 30D | +3.0% | +0.5% | +2.6% | +1.7% |
| 3M | -27.6% | -3.6% | -24.0% | -32.8% |
| 6M | -49.5% | +328.0% | -377.5% | -73.9% |
| YTD | -63.2% | +297.8% | -361.0% | -80.8% |
| 1Y | -69.7% | +339.4% | -409.1% | -85.1% |
| 3Y | -83.3% | +201.7% | -285.1% | -92.4% |
| 5Y | -80.8% | +32.8% | -113.6% | -84.9% |
| All | -80.8% | +29.7% | -110.5% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling