-71.8%
TTD vs PENG
+88.9%
-160.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.4% | -11.4% | +0.9% |
| 7D | +5.2% | -19.4% | +24.7% | +5.1% |
| 30D | +6.9% | -42.4% | +49.3% | +6.6% |
| 3M | -26.8% | -25.6% | -1.2% | -27.0% |
| 6M | -46.1% | +7.3% | -53.4% | -50.8% |
| YTD | -65.9% | +113.9% | -179.8% | -72.7% |
| 1Y | -71.8% | +93.6% | -165.4% | -77.3% |
| All | -71.8% | +88.9% | -160.8% | -77.3% |
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