-76.4%
TTD vs PCOR
-10.0%
-66.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -1.9% | +23.7% | -25.6% | -15.7% |
| 30D | +7.5% | +39.0% | -31.5% | -14.3% |
| 3M | -32.4% | +35.8% | -68.2% | -46.1% |
| 6M | -47.9% | +38.2% | -86.2% | -59.4% |
| YTD | -66.3% | +3.9% | -70.2% | -69.1% |
| 1Y | -73.1% | +5.7% | -78.8% | -76.0% |
| 3Y | -83.8% | +44.8% | -128.6% | -89.6% |
| 5Y | -81.3% | -19.8% | -61.5% | -84.0% |
| All | -76.4% | -10.0% | -66.4% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling