-72.0%
TTD vs PBR
+74.7%
-146.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.0% | +9.9% | +2.6% |
| 7D | +3.7% | -11.0% | +14.7% | +3.3% |
| 30D | +10.4% | -18.8% | +29.2% | +9.9% |
| 3M | -31.6% | +7.8% | -39.4% | -31.9% |
| 6M | -45.1% | -7.6% | -37.5% | -45.9% |
| YTD | -65.1% | +72.7% | -137.8% | -61.9% |
| 1Y | -72.0% | +72.9% | -144.9% | -69.5% |
| All | -72.0% | +74.7% | -146.7% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling