-24.9%
TTD vs PINS
-19.7%
-5.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.5% | +14.9% | +15.2% |
| 7D | +19.0% | -6.2% | +25.1% | +23.0% |
| 30D | +23.6% | -10.9% | +34.5% | +31.4% |
| 3M | +8.2% | -19.5% | +27.7% | +20.2% |
| 6M | -35.3% | -10.4% | -24.9% | -32.8% |
| YTD | -60.7% | -26.4% | -34.3% | -55.4% |
| 1Y | -65.3% | -29.6% | -35.6% | -59.7% |
| 3Y | -80.6% | -39.0% | -41.5% | -76.7% |
| 5Y | -84.6% | -59.1% | -25.5% | -78.9% |
| All | -24.9% | -19.7% | -5.1% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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