-30.6%
TTD vs PLTD
-34.4%
+3.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -5.5% | +21.0% | +14.5% |
| 7D | +19.0% | +4.2% | +14.7% | +19.7% |
| 30D | +23.6% | +20.8% | +2.7% | +27.2% |
| 3M | +8.2% | -2.6% | +10.7% | +8.3% |
| All | -30.6% | -34.4% | +3.8% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 6mo: compounded portfolio wealth divided by compounded PLTD 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…
6mo analysis · Full analysis span regression · 6 months rolling