-85.4%
TTD vs PL
+20.8%
-106.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.4% | -0.9% |
| 7D | +5.2% | -6.8% | +12.0% | +6.3% |
| 30D | +6.9% | -29.3% | +36.2% | +13.3% |
| 3M | -26.8% | -44.8% | +17.9% | -19.6% |
| 6M | -46.1% | -68.4% | +22.2% | -36.2% |
| YTD | -65.9% | -36.4% | -29.6% | -66.9% |
| 1Y | -71.8% | +0.7% | -72.6% | -76.2% |
| 3Y | -83.3% | +455.3% | -538.6% | -93.5% |
| All | -85.4% | +20.8% | -106.2% | -91.1% |
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