+66.7%
PANW vs TTD
-69.0%
+135.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -5.0% | -2.7% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -14.6% | +6.3% | -20.9% | -15.6% |
| 3M | +18.3% | -24.1% | +42.4% | +22.9% |
| 6M | +100.5% | -47.4% | +147.9% | +121.3% |
| YTD | +79.5% | -62.2% | +141.7% | +111.3% |
| 1Y | +66.7% | -68.3% | +135.0% | +107.6% |
| All | +66.7% | -69.0% | +135.7% | +107.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling