+115.8%
MRVL vs TTD
-83.3%
+199.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +15.5% | -6.0% | +4.7% |
| 7D | -9.8% | +19.0% | -28.8% | -14.5% |
| 30D | -43.8% | +23.6% | -67.4% | -47.6% |
| 3M | -29.3% | +8.2% | -37.5% | -32.0% |
| 6M | -9.1% | -35.3% | +26.2% | -0.6% |
| YTD | +82.2% | -60.7% | +142.9% | +133.5% |
| 1Y | +70.3% | -65.3% | +135.6% | +128.6% |
| 3Y | +197.0% | -80.6% | +277.6% | +325.1% |
| 5Y | +115.8% | -84.6% | +200.4% | +186.8% |
| All | +115.8% | -83.3% | +199.1% | +186.8% |
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