+84.6%
MRK vs TTD
-72.7%
+157.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.9% | +1.1% | +4.0% |
| 7D | +6.7% | +3.7% | +3.0% | +6.8% |
| 30D | +7.8% | +10.4% | -2.7% | +8.2% |
| 3M | +18.2% | -31.6% | +49.8% | +16.4% |
| 6M | +34.7% | -45.1% | +79.8% | +31.0% |
| YTD | +45.8% | -65.1% | +110.9% | +42.9% |
| 1Y | +84.6% | -72.0% | +156.6% | +88.1% |
| All | +84.6% | -72.7% | +157.2% | +88.1% |
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