+379.4%
TTD vs PEGA
+172.7%
+206.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.7% |
| 7D | +6.3% | +3.3% | +3.0% | +4.1% |
| 30D | -23.9% | +17.7% | -41.6% | -32.4% |
| 3M | -31.4% | +5.8% | -37.2% | -35.5% |
| 6M | -42.7% | -20.3% | -22.4% | -34.8% |
| YTD | -62.0% | -37.1% | -24.8% | -50.5% |
| 1Y | -72.2% | -30.2% | -42.0% | -67.2% |
| 3Y | -81.9% | +48.1% | -130.1% | -89.3% |
| 5Y | -81.5% | -46.8% | -34.8% | -74.4% |
| All | +379.4% | +172.7% | +206.7% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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