+361.1%
TTD vs PH
+797.3%
-436.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +3.7% | -10.3% | +13.9% | +10.6% |
| 3M | -30.2% | +5.1% | -35.3% | -33.7% |
| 6M | -51.4% | +2.3% | -53.7% | -53.9% |
| YTD | -63.4% | +8.7% | -72.1% | -66.9% |
| 1Y | -73.5% | +26.8% | -100.3% | -78.7% |
| 3Y | -83.5% | +139.2% | -222.6% | -91.6% |
| 5Y | -80.9% | +251.1% | -332.0% | -92.4% |
| All | +361.1% | +797.3% | -436.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling