-80.6%
TTD vs PBF
+735.5%
-816.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -3.3% |
| 7D | +1.7% | +2.4% | -0.6% | +1.4% |
| 30D | +1.6% | +24.9% | -23.3% | -2.0% |
| 3M | -27.8% | +81.9% | -109.7% | -35.2% |
| 6M | -52.1% | +79.4% | -131.5% | -57.4% |
| YTD | -63.1% | +188.3% | -251.4% | -70.1% |
| 1Y | -73.1% | +177.3% | -250.3% | -78.2% |
| 3Y | -83.3% | +56.0% | -139.3% | -86.3% |
| 5Y | -80.6% | +804.0% | -884.6% | -88.7% |
| All | -80.6% | +735.5% | -816.1% | -88.7% |
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