-23.8%
PFE vs TTD
-84.3%
+60.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | +0.2% |
| 7D | -1.7% | +21.3% | -23.0% | -2.1% |
| 30D | +0.3% | +28.7% | -28.4% | -0.2% |
| 3M | +9.4% | +7.7% | +1.7% | +9.1% |
| 6M | +14.9% | -23.5% | +38.4% | +15.2% |
| YTD | +23.8% | -58.7% | +82.5% | +25.6% |
| 1Y | +19.5% | -63.4% | +82.9% | +21.6% |
| 3Y | +21.0% | -75.3% | +96.3% | +22.2% |
| All | -23.8% | -84.3% | +60.6% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling