-84.6%
TTD vs PCOR
-14.6%
-70.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.5% | +14.0% | +14.5% |
| 7D | +19.0% | +22.2% | -3.2% | +2.7% |
| 30D | +23.6% | +36.0% | -12.4% | -0.6% |
| 3M | +8.2% | +34.0% | -25.8% | -13.1% |
| 6M | -35.3% | +43.5% | -78.8% | -51.2% |
| YTD | -60.7% | +5.1% | -65.8% | -64.4% |
| 1Y | -65.3% | -3.9% | -61.3% | -66.5% |
| 3Y | -80.6% | +52.9% | -133.5% | -88.4% |
| 5Y | -84.6% | -18.7% | -66.0% | -86.2% |
| All | -84.6% | -14.6% | -70.1% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling