+7.4%
TTD vs MRNA
+554.4%
-547.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.7% | +2.1% |
| 7D | -0.6% | -1.1% | +0.5% | -0.5% |
| 30D | +6.3% | +126.1% | -119.8% | -10.0% |
| 3M | -24.1% | +190.0% | -214.2% | -39.1% |
| 6M | -47.4% | +157.2% | -204.7% | -57.3% |
| YTD | -62.2% | +388.2% | -450.4% | -73.0% |
| 1Y | -68.3% | +467.0% | -535.3% | -78.2% |
| 3Y | -83.4% | +36.1% | -119.5% | -86.1% |
| 5Y | -80.3% | -68.0% | -12.3% | -80.8% |
| All | +7.4% | +554.4% | -547.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 10y: compounded portfolio wealth divided by compounded MRNA 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…
10y analysis · Full analysis span regression · 6 months rolling