-81.3%
TTD vs PL
+11.6%
-92.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.1% | +6.9% | -1.3% |
| 7D | -1.9% | -20.5% | +18.6% | +2.1% |
| 30D | +7.5% | -38.8% | +46.2% | +17.0% |
| 3M | -32.4% | -49.1% | +16.7% | -24.5% |
| 6M | -47.9% | -69.4% | +21.4% | -38.0% |
| YTD | -66.3% | -42.3% | -23.9% | -66.6% |
| 1Y | -73.1% | -14.2% | -59.0% | -76.5% |
| 3Y | -83.8% | +398.7% | -482.5% | -93.6% |
| 5Y | -81.3% | +11.1% | -92.5% | -88.0% |
| All | -81.3% | +11.6% | -92.9% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling