+21.1%
PFE vs TTD
-73.2%
+94.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -2.3% |
| 7D | -2.7% | +1.7% | -4.4% | -2.7% |
| 30D | +3.8% | +1.6% | +2.3% | +3.8% |
| 3M | +10.4% | -27.8% | +38.2% | +10.8% |
| 6M | +6.3% | -52.1% | +58.4% | +7.9% |
| YTD | +17.4% | -63.1% | +80.4% | +21.2% |
| 1Y | +21.1% | -73.1% | +94.2% | +27.6% |
| All | +21.1% | -73.2% | +94.3% | +27.6% |
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