-80.6%
TTD vs PCAR
+36.1%
-116.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.7% | +11.8% | +14.1% |
| 7D | +19.0% | +2.9% | +16.1% | +17.9% |
| 30D | +23.6% | -2.1% | +25.7% | +24.6% |
| 3M | +8.2% | -20.4% | +28.5% | +16.6% |
| 6M | -35.3% | -7.0% | -28.3% | -34.0% |
| YTD | -60.7% | -2.6% | -58.0% | -61.2% |
| 1Y | -65.3% | +9.8% | -75.1% | -67.6% |
| 3Y | -80.6% | +37.3% | -117.8% | -80.7% |
| All | -80.6% | +36.1% | -116.6% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling