+133.6%
MRK vs TTD
-80.8%
+214.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -2.7% | -4.6% | +1.9% | -2.7% |
| 30D | +12.7% | +3.7% | +9.0% | +12.7% |
| 3M | +24.2% | -30.2% | +54.5% | +24.4% |
| 6M | +27.8% | -51.4% | +79.2% | +28.3% |
| YTD | +42.2% | -63.4% | +105.6% | +43.3% |
| 1Y | +80.2% | -73.5% | +153.7% | +82.2% |
| 3Y | +48.4% | -83.5% | +131.8% | +50.2% |
| 5Y | +133.6% | -80.9% | +214.5% | +135.8% |
| All | +133.6% | -80.8% | +214.3% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling