+376.4%
TTD vs PBR
+701.2%
-324.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +2.9% |
| 7D | -0.6% | +5.4% | -6.0% | -2.1% |
| 30D | +6.3% | +22.9% | -16.6% | +0.5% |
| 3M | -24.1% | +19.6% | -43.8% | -28.0% |
| 6M | -47.4% | +16.5% | -63.9% | -50.0% |
| YTD | -62.2% | +86.7% | -148.9% | -68.6% |
| 1Y | -68.3% | +74.7% | -143.0% | -73.3% |
| 3Y | -83.4% | +102.6% | -186.0% | -86.7% |
| 5Y | -80.3% | +566.6% | -646.9% | -89.3% |
| All | +376.4% | +701.2% | -324.8% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling