+365.8%
TTD vs MXL
+243.7%
+122.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.0% | -8.8% | -4.6% |
| 7D | +1.7% | +15.5% | -13.7% | -2.6% |
| 30D | +1.6% | -11.3% | +12.9% | +3.6% |
| 3M | -27.8% | -16.1% | -11.7% | -31.6% |
| 6M | -52.1% | +323.0% | -375.1% | -78.4% |
| YTD | -63.1% | +281.5% | -344.6% | -82.9% |
| 1Y | -73.1% | +319.3% | -392.3% | -88.3% |
| 3Y | -83.3% | +189.4% | -272.7% | -93.4% |
| 5Y | -80.6% | +26.0% | -106.6% | -88.8% |
| All | +365.8% | +243.7% | +122.1% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling