-72.0%
TTD vs PCAR
+12.4%
-84.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.2% | +2.4% |
| 7D | +3.7% | +3.7% | 0.0% | +3.2% |
| 30D | +10.4% | -2.9% | +13.4% | +10.6% |
| 3M | -31.6% | -21.7% | -9.9% | -30.7% |
| 6M | -45.1% | -6.6% | -38.5% | -44.1% |
| YTD | -65.1% | -2.2% | -62.9% | -66.1% |
| 1Y | -72.0% | +12.2% | -84.2% | -74.7% |
| All | -72.0% | +12.4% | -84.4% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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