-83.5%
TTD vs PL
+403.1%
-486.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.1% | +6.9% | -2.5% |
| 7D | -1.9% | -20.5% | +18.6% | -0.5% |
| 30D | +7.5% | -38.8% | +46.2% | +10.7% |
| 3M | -32.4% | -49.1% | +16.7% | -29.7% |
| 6M | -47.9% | -69.4% | +21.4% | -44.5% |
| YTD | -66.3% | -42.3% | -23.9% | -66.7% |
| 1Y | -73.1% | -14.2% | -59.0% | -74.9% |
| All | -83.5% | +403.1% | -486.6% | -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