-72.0%
TTD vs PCOR
+4.0%
-76.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +19.7% | -16.8% | -4.9% |
| 7D | +3.7% | +21.8% | -18.2% | -4.9% |
| 30D | +10.4% | +39.5% | -29.1% | -4.2% |
| 3M | -31.6% | +35.2% | -66.8% | -40.3% |
| 6M | -45.1% | +21.7% | -66.8% | -51.6% |
| YTD | -65.1% | +3.9% | -69.1% | -68.8% |
| 1Y | -72.0% | +6.9% | -78.9% | -75.0% |
| All | -72.0% | +4.0% | -76.0% | -75.0% |
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