-83.3%
TTD vs PAAS
+182.2%
-265.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.8% |
| 7D | +5.2% | +8.4% | -3.2% | +4.6% |
| 30D | +6.9% | -7.2% | +14.1% | +7.4% |
| 3M | -26.8% | -14.0% | -12.8% | -26.5% |
| 6M | -46.1% | -26.8% | -19.4% | -45.2% |
| YTD | -65.9% | -19.8% | -46.1% | -66.3% |
| 1Y | -71.8% | +22.8% | -94.7% | -74.1% |
| 3Y | -83.3% | +183.6% | -266.9% | -88.1% |
| All | -83.3% | +182.2% | -265.5% | -88.1% |
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 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