-80.8%
TTD vs PAAS
+113.1%
-193.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -3.9% |
| 7D | +6.3% | -2.9% | +9.2% | +6.9% |
| 30D | -23.9% | +6.8% | -30.7% | -25.4% |
| 3M | -31.4% | -2.9% | -28.5% | -31.7% |
| 6M | -42.7% | -16.4% | -26.2% | -41.8% |
| YTD | -62.0% | 0.0% | -62.0% | -63.6% |
| 1Y | -72.2% | +54.3% | -126.5% | -76.7% |
| 3Y | -81.9% | +230.7% | -312.6% | -89.1% |
| All | -80.8% | +113.1% | -193.9% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling