+23.4%
PFE vs TTD
-75.1%
+98.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.2% |
| 7D | -3.0% | +20.8% | -23.7% | -3.3% |
| 30D | +5.2% | +33.8% | -28.6% | +4.6% |
| 3M | +12.2% | +17.8% | -5.6% | +11.9% |
| 6M | +17.8% | -25.7% | +43.5% | +18.1% |
| YTD | +26.2% | -57.9% | +84.1% | +27.8% |
| 1Y | +23.2% | -63.8% | +87.0% | +25.1% |
| All | +23.4% | -75.1% | +98.5% | +23.3% |
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