-72.0%
TTD vs PAAS
+24.3%
-96.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.5% | +3.4% |
| 7D | +3.7% | -1.1% | +4.8% | +3.5% |
| 30D | +10.4% | -8.5% | +18.9% | +9.5% |
| 3M | -31.6% | -7.3% | -24.3% | -32.2% |
| 6M | -45.1% | -18.3% | -26.8% | -45.9% |
| YTD | -65.1% | -19.2% | -46.0% | -66.6% |
| 1Y | -72.0% | +26.1% | -98.1% | -75.7% |
| All | -72.0% | +24.3% | -96.3% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling