-72.0%
TTD vs PENG
+120.5%
-192.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.1% | +12.0% | +2.8% |
| 7D | +3.7% | -20.5% | +24.2% | +3.5% |
| 30D | +10.4% | -20.4% | +30.8% | +10.1% |
| 3M | -31.6% | -16.4% | -15.2% | -31.7% |
| 6M | -45.1% | +49.2% | -94.3% | -52.1% |
| YTD | -65.1% | +147.2% | -212.3% | -72.3% |
| 1Y | -72.0% | +124.7% | -196.7% | -77.6% |
| All | -72.0% | +120.5% | -192.5% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling