-82.6%
TTD vs PBF
+380.2%
-462.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.2% | +8.5% | +4.0% |
| 7D | +19.9% | -15.3% | +35.2% | +22.5% |
| 30D | +27.6% | -21.8% | +49.4% | +31.6% |
| 3M | +15.2% | -0.2% | +15.4% | +14.2% |
| 6M | -33.2% | +63.6% | -96.8% | -39.3% |
| YTD | -59.4% | +147.5% | -206.9% | -66.2% |
| 1Y | -64.4% | +69.8% | -134.2% | -68.4% |
| 3Y | -75.9% | +65.3% | -141.2% | -80.3% |
| 5Y | -82.6% | +393.4% | -476.0% | -88.3% |
| All | -82.6% | +380.2% | -462.8% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling