-83.3%
TTD vs PL
+455.3%
-538.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.4% | +0.3% |
| 7D | +5.2% | -6.8% | +12.0% | +5.6% |
| 30D | +6.9% | -29.3% | +36.2% | +9.2% |
| 3M | -26.8% | -44.8% | +17.9% | -24.3% |
| 6M | -46.1% | -68.4% | +22.2% | -42.6% |
| YTD | -65.9% | -36.4% | -29.6% | -66.6% |
| 1Y | -71.8% | +0.7% | -72.6% | -74.1% |
| 3Y | -83.3% | +455.3% | -538.6% | -89.3% |
| All | -83.3% | +455.3% | -538.6% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling