+1,243.8%
PANW vs TTD
+382.8%
+861.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +2.0% | -4.6% | +6.6% | +2.9% |
| 30D | -13.0% | +3.7% | -16.6% | -13.8% |
| 3M | +28.6% | -30.2% | +58.8% | +36.5% |
| 6M | +103.0% | -51.4% | +154.4% | +129.8% |
| YTD | +81.9% | -63.4% | +145.4% | +116.9% |
| 1Y | +69.6% | -73.5% | +143.1% | +114.9% |
| 3Y | +169.4% | -83.5% | +252.9% | +246.0% |
| 5Y | +331.0% | -80.9% | +411.9% | +399.6% |
| All | +1,243.8% | +382.8% | +861.0% | +931.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling