-72.2%
TTD vs PCOR
-14.7%
-57.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -2.6% |
| 7D | +6.3% | -9.0% | +15.3% | +10.6% |
| 30D | -23.9% | +4.2% | -28.1% | -25.5% |
| 3M | -31.4% | +14.4% | -45.8% | -36.2% |
| 6M | -42.7% | +0.2% | -42.8% | -44.9% |
| YTD | -62.0% | -20.3% | -41.7% | -60.5% |
| 1Y | -72.2% | -16.1% | -56.1% | -71.8% |
| All | -72.2% | -14.7% | -57.5% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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