+49.6%
PFE vs TTD
+574.0%
-524.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +15.5% | -16.0% | -1.1% |
| 7D | -4.7% | +19.0% | -23.7% | -5.3% |
| 30D | +3.4% | +23.6% | -20.2% | +2.5% |
| 3M | +9.2% | +8.2% | +1.0% | +8.8% |
| 6M | +15.8% | -35.3% | +51.1% | +17.2% |
| YTD | +23.4% | -60.7% | +84.1% | +27.0% |
| 1Y | +25.8% | -65.3% | +91.1% | +30.0% |
| 3Y | +17.8% | -80.6% | +98.4% | +22.1% |
| 5Y | -20.2% | -84.6% | +64.4% | -18.2% |
| 10Y | +49.6% | +550.5% | -501.0% | +24.4% |
| All | +49.6% | +574.0% | -524.5% | +24.4% |
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