+239.0%
MRK vs TTD
+401.9%
-162.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -1.2% |
| 7D | +1.3% | +6.3% | -5.0% | +1.1% |
| 30D | +17.1% | -23.9% | +41.0% | +18.2% |
| 3M | +25.9% | -31.4% | +57.3% | +27.4% |
| 6M | +26.8% | -42.7% | +69.5% | +28.9% |
| YTD | +44.9% | -62.0% | +106.9% | +49.6% |
| 1Y | +84.8% | -72.2% | +157.0% | +93.1% |
| 3Y | +50.1% | -81.9% | +132.1% | +56.8% |
| 5Y | +127.4% | -81.5% | +209.0% | +130.9% |
| All | +239.0% | +401.9% | -162.9% | +183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling