-34.9%
TTD vs PINS
-20.2%
-14.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +3.2% |
| 7D | +5.2% | -2.1% | +7.3% | +6.2% |
| 30D | +6.9% | -6.6% | +13.6% | +10.6% |
| 3M | -26.8% | -18.7% | -8.1% | -19.4% |
| 6M | -46.1% | -10.4% | -35.8% | -44.1% |
| YTD | -65.9% | -26.8% | -39.2% | -61.3% |
| 1Y | -71.8% | -27.9% | -44.0% | -67.8% |
| 3Y | -83.3% | -38.7% | -44.6% | -80.1% |
| 5Y | -81.1% | -59.0% | -22.2% | -74.2% |
| All | -34.9% | -20.2% | -14.8% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling