-73.4%
TTD vs PCOR
-30.9%
-42.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -1.6% |
| 7D | +6.3% | -9.0% | +15.3% | +12.9% |
| 30D | -23.9% | +4.2% | -28.1% | -26.5% |
| 3M | -31.4% | +14.4% | -45.8% | -38.4% |
| 6M | -42.7% | +0.2% | -42.8% | -44.9% |
| YTD | -62.0% | -20.3% | -41.7% | -57.9% |
| 1Y | -72.2% | -16.1% | -56.1% | -70.8% |
| 3Y | -81.9% | -14.7% | -67.2% | -83.1% |
| 5Y | -81.5% | -43.2% | -38.4% | -80.5% |
| All | -73.4% | -30.9% | -42.5% | -72.8% |
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 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