+117.3%
PG vs TTD
+398.8%
-281.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.5% |
| 7D | -0.8% | -0.6% | -0.2% | -0.8% |
| 30D | +0.8% | +6.3% | -5.5% | +0.7% |
| 3M | -1.3% | -24.1% | +22.8% | -0.8% |
| 6M | -3.8% | -47.4% | +43.6% | -2.6% |
| YTD | +3.6% | -62.2% | +65.8% | +5.8% |
| 1Y | -5.7% | -68.3% | +62.6% | -3.4% |
| 3Y | +1.6% | -83.4% | +85.0% | +4.4% |
| 5Y | +14.6% | -80.3% | +94.9% | +14.9% |
| All | +117.3% | +398.8% | -281.5% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling