+364.1%
TTD vs PBR
+708.0%
-343.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.1% |
| 7D | -7.4% | +4.2% | -11.7% | -8.5% |
| 30D | +3.0% | +22.7% | -19.7% | -2.6% |
| 3M | -27.6% | +21.5% | -49.1% | -31.5% |
| 6M | -49.5% | +24.0% | -73.5% | -52.8% |
| YTD | -63.2% | +88.2% | -151.4% | -69.5% |
| 1Y | -69.7% | +74.8% | -144.5% | -74.5% |
| 3Y | -83.3% | +105.1% | -188.5% | -86.7% |
| 5Y | -80.8% | +572.2% | -653.1% | -89.6% |
| All | +364.1% | +708.0% | -343.9% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling