-68.3%
TTD vs PBR
+74.3%
-142.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +2.6% |
| 7D | -0.6% | +5.4% | -6.0% | -0.6% |
| 30D | +6.3% | +22.9% | -16.6% | +6.6% |
| 3M | -24.1% | +19.6% | -43.8% | -23.8% |
| 6M | -47.4% | +16.5% | -63.9% | -46.5% |
| YTD | -62.2% | +86.7% | -148.9% | -59.0% |
| 1Y | -68.3% | +74.7% | -143.0% | -65.1% |
| All | -68.3% | +74.3% | -142.6% | -65.1% |
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