+42.3%
PFE vs TTD
+349.7%
-307.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.7% |
| 7D | -3.7% | +5.2% | -8.9% | -3.9% |
| 30D | +5.0% | +6.9% | -2.0% | +4.7% |
| 3M | +12.2% | -26.8% | +39.0% | +13.2% |
| 6M | +14.6% | -46.1% | +60.7% | +16.8% |
| YTD | +24.1% | -65.9% | +90.1% | +28.4% |
| 1Y | +26.6% | -71.8% | +98.4% | +31.8% |
| 3Y | +14.3% | -83.3% | +97.6% | +19.2% |
| 5Y | -21.9% | -81.1% | +59.2% | -21.1% |
| 10Y | +62.6% | +441.7% | -379.0% | +31.8% |
| All | +42.3% | +349.7% | -307.4% | +16.2% |
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