-64.4%
TTD vs PH
+14.9%
-79.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.5% |
| 7D | +19.9% | +2.1% | +17.8% | +20.0% |
| 30D | +27.6% | +0.3% | +27.4% | +26.6% |
| 3M | +15.2% | -8.8% | +24.0% | +10.1% |
| 6M | -33.2% | +10.0% | -43.2% | -31.6% |
| YTD | -59.4% | +10.5% | -69.9% | -60.7% |
| 1Y | -64.4% | +15.5% | -79.9% | -66.9% |
| All | -64.4% | +14.9% | -79.2% | -66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling