-85.4%
TTD vs PCAR
+101.4%
-186.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +2.3% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | +6.9% | -4.6% | +11.5% | +9.8% |
| 3M | -26.8% | -22.6% | -4.3% | -16.0% |
| 6M | -46.1% | -12.0% | -34.2% | -42.8% |
| YTD | -65.9% | -6.1% | -59.8% | -66.0% |
| 1Y | -71.8% | +6.3% | -78.2% | -74.2% |
| 3Y | -83.3% | +31.8% | -115.1% | -88.2% |
| All | -85.4% | +101.4% | -186.8% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling