-83.5%
TTD vs PCOR
+44.3%
-127.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -1.9% | +23.7% | -25.6% | -12.2% |
| 30D | +7.5% | +39.0% | -31.5% | -9.1% |
| 3M | -32.4% | +35.8% | -68.2% | -42.7% |
| 6M | -47.9% | +38.2% | -86.2% | -56.6% |
| YTD | -66.3% | +3.9% | -70.2% | -68.2% |
| 1Y | -73.1% | +5.7% | -78.8% | -75.1% |
| All | -83.5% | +44.3% | -127.8% | -86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling