+249.5%
MRVL vs TTD
-73.2%
+322.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.4% | +11.4% | +6.5% |
| 7D | +3.2% | +6.3% | -3.1% | +3.9% |
| 30D | +5.9% | -23.9% | +29.8% | +3.6% |
| 3M | -29.3% | -31.4% | +2.0% | -30.7% |
| 6M | +186.5% | -42.7% | +229.2% | +180.2% |
| YTD | +163.4% | -62.0% | +225.4% | +180.1% |
| 1Y | +249.5% | -72.2% | +321.7% | +293.4% |
| All | +249.5% | -73.2% | +322.7% | +293.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling