+37.8%
PFE vs TTD
+401.9%
-364.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.1% | -1.1% |
| 7D | +1.8% | +6.3% | -4.6% | +1.5% |
| 30D | +10.2% | -23.9% | +34.1% | +11.1% |
| 3M | +12.7% | -31.4% | +44.1% | +14.0% |
| 6M | +10.5% | -42.7% | +53.2% | +12.3% |
| YTD | +20.2% | -62.0% | +82.1% | +23.9% |
| 1Y | +24.1% | -72.2% | +96.3% | +29.3% |
| 3Y | -3.6% | -81.9% | +78.4% | +0.2% |
| 5Y | -20.9% | -81.5% | +60.7% | -19.8% |
| All | +37.8% | +401.9% | -364.1% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling