+84.8%
MRK vs TTD
-73.2%
+158.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -1.4% |
| 7D | +1.3% | +6.3% | -5.0% | +1.5% |
| 30D | +17.1% | -23.9% | +41.0% | +16.0% |
| 3M | +25.9% | -31.4% | +57.3% | +24.3% |
| 6M | +26.8% | -42.7% | +69.5% | +24.9% |
| YTD | +44.9% | -62.0% | +106.9% | +43.8% |
| 1Y | +84.8% | -72.2% | +157.0% | +86.0% |
| All | +84.8% | -73.2% | +158.1% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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