-85.4%
TTD vs PCOR
-19.6%
-65.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +5.2% | +22.7% | -17.5% | -9.5% |
| 30D | +6.9% | +37.5% | -30.5% | -14.7% |
| 3M | -26.8% | +35.2% | -62.0% | -41.9% |
| 6M | -46.1% | +42.2% | -88.4% | -59.2% |
| YTD | -65.9% | +3.6% | -69.5% | -68.9% |
| 1Y | -71.8% | -4.8% | -67.1% | -72.7% |
| 3Y | -83.3% | +48.3% | -131.7% | -89.8% |
| All | -85.4% | -19.6% | -65.8% | -86.7% |
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