-80.8%
TTD vs PH
+254.3%
-335.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.2% |
| 7D | +6.3% | -3.1% | +9.4% | +8.6% |
| 30D | -23.9% | -3.2% | -20.6% | -23.0% |
| 3M | -31.4% | +10.6% | -42.0% | -37.8% |
| 6M | -42.7% | -2.1% | -40.5% | -44.2% |
| YTD | -62.0% | +10.2% | -72.2% | -66.7% |
| 1Y | -72.2% | +28.2% | -100.4% | -79.0% |
| 3Y | -81.9% | +134.9% | -216.8% | -92.7% |
| All | -80.8% | +254.3% | -335.1% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling