+1,226.0%
PANW vs TTD
+398.8%
+827.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -5.0% | -2.8% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -14.6% | +6.3% | -20.9% | -15.8% |
| 3M | +18.3% | -24.1% | +42.4% | +23.5% |
| 6M | +100.5% | -47.4% | +147.9% | +123.4% |
| YTD | +79.5% | -62.2% | +141.7% | +112.6% |
| 1Y | +66.7% | -68.3% | +135.0% | +104.0% |
| 3Y | +161.2% | -83.4% | +244.7% | +235.5% |
| 5Y | +322.2% | -80.3% | +402.5% | +386.1% |
| All | +1,226.0% | +398.8% | +827.2% | +911.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling