-2.5%
PFE vs TTD
-81.8%
+79.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.1% | -1.2% |
| 7D | +1.8% | +6.3% | -4.6% | +1.6% |
| 30D | +10.2% | -23.9% | +34.1% | +10.7% |
| 3M | +12.7% | -31.4% | +44.1% | +13.3% |
| 6M | +10.5% | -42.7% | +53.2% | +11.4% |
| YTD | +20.2% | -62.0% | +82.1% | +22.1% |
| 1Y | +24.1% | -72.2% | +96.3% | +26.9% |
| All | -2.5% | -81.8% | +79.3% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling