+550.5%
TTD vs PAAS
+178.0%
+372.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.9% | +12.6% | +15.0% |
| 7D | +19.0% | +8.8% | +10.1% | +17.5% |
| 30D | +23.6% | -8.5% | +32.0% | +25.2% |
| 3M | +8.2% | -17.0% | +25.2% | +10.7% |
| 6M | -35.3% | -27.9% | -7.4% | -32.9% |
| YTD | -60.7% | -17.5% | -43.2% | -60.8% |
| 1Y | -65.3% | +22.8% | -88.1% | -68.1% |
| 3Y | -80.6% | +224.2% | -304.8% | -85.8% |
| 5Y | -84.6% | +73.6% | -158.3% | -87.8% |
| 10Y | +550.5% | +186.4% | +364.2% | +407.1% |
| All | +550.5% | +178.0% | +372.6% | +407.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling