+558.1%
TTD vs PM
+242.6%
+315.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | +19.9% | -6.6% | +26.5% | +21.5% |
| 30D | +27.6% | -3.4% | +31.1% | +28.3% |
| 3M | +15.2% | +5.3% | +9.8% | +13.6% |
| 6M | -33.2% | +15.5% | -48.7% | -35.6% |
| YTD | -59.4% | +24.3% | -83.6% | -61.8% |
| 1Y | -64.4% | +29.7% | -94.1% | -66.9% |
| 3Y | -75.9% | +144.9% | -220.8% | -82.4% |
| 5Y | -82.6% | +159.0% | -241.6% | -87.7% |
| 10Y | +558.1% | +250.9% | +307.2% | +406.1% |
| All | +558.1% | +242.6% | +315.6% | +406.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling