-88.8%
TTD vs PLTD
-77.7%
-11.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -5.5% | +21.0% | +14.3% |
| 7D | +19.0% | +4.2% | +14.7% | +20.3% |
| 30D | +23.6% | +20.8% | +2.7% | +29.1% |
| 3M | +8.2% | -2.6% | +10.7% | +8.6% |
| 6M | -35.3% | -33.1% | -2.2% | -39.0% |
| YTD | -60.7% | -20.0% | -40.6% | -60.8% |
| 1Y | -65.3% | -21.6% | -43.6% | -65.4% |
| All | -88.8% | -77.7% | -11.1% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling