+3.9%
TTD vs MRNA
+516.4%
-512.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.7% |
| 7D | -4.6% | -10.1% | +5.5% | -3.7% |
| 30D | +3.7% | +126.7% | -123.1% | -12.7% |
| 3M | -30.2% | +184.1% | -214.3% | -44.1% |
| 6M | -51.4% | +143.3% | -194.7% | -60.3% |
| YTD | -63.4% | +359.9% | -423.3% | -73.7% |
| 1Y | -73.5% | +454.2% | -527.7% | -81.8% |
| 3Y | -83.5% | +26.0% | -109.4% | -86.0% |
| 5Y | -80.9% | -70.3% | -10.7% | -81.4% |
| All | +3.9% | +516.4% | -512.5% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling