-83.5%
TTD vs PENG
+153.0%
-236.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -23.0% | +19.8% | -1.0% |
| 7D | -1.9% | -36.7% | +34.8% | +2.0% |
| 30D | +7.5% | -42.0% | +49.5% | +12.1% |
| 3M | -32.4% | -33.2% | +0.8% | -31.0% |
| 6M | -47.9% | +2.1% | -50.1% | -53.6% |
| YTD | -66.3% | +90.3% | -156.5% | -74.1% |
| 1Y | -73.1% | +67.7% | -140.8% | -78.9% |
| All | -83.5% | +153.0% | -236.5% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling