+396.0%
TTD vs PEGA
+127.5%
+268.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -3.9% | +19.4% | +18.1% |
| 7D | +19.0% | -10.0% | +28.9% | +27.1% |
| 30D | +23.6% | -12.7% | +36.3% | +34.7% |
| 3M | +8.2% | -4.6% | +12.8% | +10.6% |
| 6M | -35.3% | -13.1% | -22.2% | -30.9% |
| YTD | -60.7% | -47.6% | -13.1% | -42.6% |
| 1Y | -65.3% | -47.0% | -18.3% | -49.9% |
| 3Y | -80.6% | +42.0% | -122.6% | -88.4% |
| 5Y | -84.6% | -47.8% | -36.8% | -79.5% |
| 10Y | +550.5% | +92.0% | +458.6% | +354.5% |
| All | +396.0% | +127.5% | +268.6% | +246.1% |
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