+230.8%
MRK vs TTD
+513.2%
-282.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +0.7% | +21.3% | -20.6% | -0.1% |
| 30D | +0.3% | +28.7% | -28.5% | -0.8% |
| 3M | +9.7% | +7.7% | +2.0% | +9.2% |
| 6M | +32.0% | -23.5% | +55.4% | +32.8% |
| YTD | +43.3% | -58.7% | +102.0% | +47.4% |
| 1Y | +63.7% | -63.4% | +127.1% | +69.2% |
| 3Y | +58.0% | -75.3% | +133.3% | +63.1% |
| 5Y | +105.0% | -84.4% | +189.3% | +111.9% |
| All | +230.8% | +513.2% | -282.4% | +171.8% |
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