-80.8%
TTD vs PCOR
-43.0%
-37.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -1.5% |
| 7D | +6.3% | -9.0% | +15.3% | +13.1% |
| 30D | -23.9% | +4.2% | -28.1% | -26.6% |
| 3M | -31.4% | +14.4% | -45.8% | -38.6% |
| 6M | -42.7% | +0.2% | -42.8% | -45.0% |
| YTD | -62.0% | -20.3% | -41.7% | -57.8% |
| 1Y | -72.2% | -16.1% | -56.1% | -70.8% |
| 3Y | -81.9% | -14.7% | -67.2% | -83.3% |
| All | -80.8% | -43.0% | -37.8% | -78.2% |
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