+379.4%
TTD vs PCAR
+368.0%
+11.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.5% |
| 7D | +6.3% | -0.5% | +6.8% | +6.6% |
| 30D | -23.9% | -6.2% | -17.7% | -21.5% |
| 3M | -31.4% | +5.9% | -37.3% | -33.9% |
| 6M | -42.7% | +0.4% | -43.1% | -43.7% |
| YTD | -62.0% | +14.8% | -76.8% | -65.6% |
| 1Y | -72.2% | +30.1% | -102.3% | -76.8% |
| 3Y | -81.9% | +66.7% | -148.6% | -87.4% |
| 5Y | -81.5% | +166.1% | -247.7% | -90.2% |
| All | +379.4% | +368.0% | +11.4% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling