+298.8%
MRVL vs TTD
-82.4%
+381.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.4% | +11.4% | +7.9% |
| 7D | +3.2% | +6.3% | -3.1% | +1.8% |
| 30D | +5.9% | -23.9% | +29.8% | +10.8% |
| 3M | -29.3% | -31.4% | +2.0% | -24.6% |
| 6M | +186.5% | -42.7% | +229.2% | +210.8% |
| YTD | +163.4% | -62.0% | +225.4% | +224.6% |
| 1Y | +249.5% | -72.2% | +321.7% | +373.0% |
| All | +298.8% | -82.4% | +381.2% | +446.8% |
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 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