+12.8%
PG vs TTD
-81.0%
+93.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -2.7% | -7.4% | +4.7% | -2.6% |
| 30D | -1.5% | +3.0% | -4.6% | -1.6% |
| 3M | -3.4% | -27.6% | +24.2% | -3.1% |
| 6M | -7.0% | -49.5% | +42.5% | -6.5% |
| YTD | +2.0% | -63.2% | +65.2% | +3.0% |
| 1Y | -6.5% | -69.7% | +63.3% | -5.4% |
| 3Y | +1.2% | -83.3% | +84.5% | +2.0% |
| 5Y | +12.8% | -80.8% | +93.6% | +11.0% |
| All | +12.8% | -81.0% | +93.8% | +11.0% |
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