-80.8%
TTD vs PINS
-64.0%
-16.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.1% |
| 7D | +6.3% | -12.0% | +18.4% | +14.7% |
| 30D | -23.9% | -12.7% | -11.2% | -18.0% |
| 3M | -31.4% | -5.5% | -25.9% | -30.1% |
| 6M | -42.7% | +5.3% | -47.9% | -45.5% |
| YTD | -62.0% | -21.2% | -40.8% | -57.6% |
| 1Y | -72.2% | -45.0% | -27.2% | -62.4% |
| 3Y | -81.9% | -26.2% | -55.7% | -80.9% |
| All | -80.8% | -64.0% | -16.8% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling