+329.6%
TTD vs PAAS
+167.0%
+162.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.7% |
| 7D | +5.2% | +8.4% | -3.2% | +3.8% |
| 30D | +6.9% | -7.2% | +14.1% | +8.0% |
| 3M | -26.8% | -14.0% | -12.8% | -25.8% |
| 6M | -46.1% | -26.8% | -19.4% | -44.3% |
| YTD | -65.9% | -19.8% | -46.1% | -66.0% |
| 1Y | -71.8% | +22.8% | -94.7% | -74.2% |
| 3Y | -83.3% | +183.6% | -266.9% | -87.7% |
| 5Y | -81.1% | +73.8% | -155.0% | -85.1% |
| 10Y | +441.7% | +185.6% | +256.1% | +306.8% |
| All | +329.6% | +167.0% | +162.6% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling