-80.7%
TTD vs PL
+84.9%
-165.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.1% |
| 7D | +6.3% | -9.3% | +15.6% | +8.1% |
| 30D | -23.9% | -18.9% | -5.0% | -21.3% |
| 3M | -31.4% | -58.4% | +27.0% | -21.0% |
| 6M | -42.7% | -30.3% | -12.4% | -43.1% |
| YTD | -62.0% | -8.1% | -53.9% | -65.2% |
| 1Y | -72.2% | +180.5% | -252.7% | -82.0% |
| 3Y | -81.9% | +444.1% | -526.1% | -92.2% |
| 5Y | -81.5% | +83.0% | -164.6% | -90.2% |
| All | -80.7% | +84.9% | -165.6% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling