-82.3%
TTD vs PAAS
+236.3%
-318.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -4.2% |
| 7D | +6.3% | -2.9% | +9.2% | +6.6% |
| 30D | -23.9% | +6.8% | -30.7% | -24.5% |
| 3M | -31.4% | -2.9% | -28.5% | -31.4% |
| 6M | -42.7% | -16.4% | -26.2% | -42.0% |
| YTD | -62.0% | 0.0% | -62.0% | -62.9% |
| 1Y | -72.2% | +54.3% | -126.5% | -75.0% |
| All | -82.3% | +236.3% | -318.5% | -87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling