+14.6%
PFE vs TTD
-47.9%
+62.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.7% |
| 7D | -3.7% | +5.2% | -8.9% | -3.7% |
| 30D | +5.0% | +6.9% | -2.0% | +4.9% |
| 3M | +12.2% | -26.8% | +39.0% | +11.6% |
| 6M | +14.6% | -46.1% | +60.7% | +11.9% |
| All | +14.6% | -47.9% | +62.5% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling