+226.3%
MRK vs TTD
+385.9%
-159.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.6% | -1.9% |
| 7D | -5.0% | -7.4% | +2.4% | -4.7% |
| 30D | +11.0% | +3.0% | +7.9% | +10.8% |
| 3M | +22.4% | -27.6% | +50.0% | +23.6% |
| 6M | +25.4% | -49.5% | +74.9% | +28.2% |
| YTD | +39.5% | -63.2% | +102.7% | +44.2% |
| 1Y | +78.0% | -69.7% | +147.7% | +85.3% |
| 3Y | +45.5% | -83.3% | +128.9% | +52.5% |
| 5Y | +130.3% | -80.8% | +211.1% | +133.0% |
| All | +226.3% | +385.9% | -159.6% | +172.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling