+329.6%
TTD vs PEGA
+136.7%
+192.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +3.3% |
| 7D | +5.2% | -4.5% | +9.7% | +8.5% |
| 30D | +6.9% | -5.7% | +12.6% | +11.1% |
| 3M | -26.8% | +2.7% | -29.5% | -29.0% |
| 6M | -46.1% | -10.5% | -35.6% | -43.4% |
| YTD | -65.9% | -45.4% | -20.5% | -51.4% |
| 1Y | -71.8% | -44.7% | -27.1% | -60.3% |
| 3Y | -83.3% | +45.7% | -129.0% | -90.2% |
| 5Y | -81.1% | -45.3% | -35.9% | -75.6% |
| 10Y | +441.7% | +102.6% | +339.1% | +271.1% |
| All | +329.6% | +136.7% | +192.8% | +193.0% |
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