+49.3%
MRK vs TTD
-83.4%
+132.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.2% |
| 7D | -0.9% | +1.7% | -2.7% | -1.0% |
| 30D | +15.5% | +1.6% | +13.9% | +15.4% |
| 3M | +25.1% | -27.8% | +53.0% | +25.5% |
| 6M | +30.1% | -52.1% | +82.2% | +31.4% |
| YTD | +43.1% | -63.1% | +106.2% | +45.8% |
| 1Y | +82.5% | -73.1% | +155.5% | +87.8% |
| 3Y | +49.3% | -83.3% | +132.6% | +54.2% |
| All | +49.3% | -83.4% | +132.7% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling