-70.6%
TTD vs PCOR
-7.7%
-62.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +2.0% | +2.6% |
| 7D | +20.8% | +2.5% | +18.2% | +19.0% |
| 30D | +33.8% | +37.9% | -4.1% | +7.5% |
| 3M | +17.8% | +32.0% | -14.1% | -3.6% |
| 6M | -25.7% | +54.7% | -80.5% | -46.2% |
| YTD | -57.9% | +6.6% | -64.5% | -62.1% |
| 1Y | -63.8% | -1.7% | -62.2% | -65.6% |
| 3Y | -75.0% | +49.0% | -124.0% | -84.0% |
| 5Y | -82.5% | -12.5% | -70.0% | -85.7% |
| All | -70.6% | -7.7% | -62.9% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling