-21.1%
TTD vs PINS
-19.4%
-1.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +21.3% | +1.0% | +20.3% | +20.7% |
| 30D | +28.7% | -12.0% | +40.7% | +37.9% |
| 3M | +7.7% | -17.9% | +25.6% | +18.5% |
| 6M | -23.5% | -1.0% | -22.4% | -24.8% |
| YTD | -58.7% | -26.0% | -32.7% | -53.3% |
| 1Y | -63.4% | -28.5% | -35.0% | -57.9% |
| 3Y | -75.3% | -39.2% | -36.1% | -70.3% |
| 5Y | -84.4% | -58.3% | -26.0% | -78.8% |
| All | -21.1% | -19.4% | -1.7% | -38.2% |
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