+361.1%
TTD vs PBF
+353.4%
+7.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.6% | +1.4% | -6.0% | -4.8% |
| 30D | +3.7% | +15.8% | -12.2% | +1.2% |
| 3M | -30.2% | +90.3% | -120.5% | -37.6% |
| 6M | -51.4% | +102.8% | -154.2% | -57.5% |
| YTD | -63.4% | +187.3% | -250.8% | -70.0% |
| 1Y | -73.5% | +161.8% | -235.4% | -78.1% |
| 3Y | -83.5% | +55.5% | -138.9% | -85.7% |
| 5Y | -80.9% | +801.9% | -882.8% | -88.2% |
| All | +361.1% | +353.4% | +7.8% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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