-72.0%
TTD vs MRSH
+20.0%
-92.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +0.8% |
| 7D | +3.7% | +9.4% | -5.7% | -2.1% |
| 30D | +10.4% | +23.4% | -13.0% | -2.9% |
| 3M | -31.6% | +9.9% | -41.5% | -35.8% |
| 6M | -45.1% | +26.0% | -71.1% | -52.0% |
| YTD | -65.1% | +15.2% | -80.4% | -69.5% |
| 1Y | -72.0% | +18.4% | -90.4% | -75.3% |
| All | -72.0% | +20.0% | -92.0% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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