+520.1%
TTD vs PM
+259.9%
+260.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.6% | +3.4% |
| 7D | +20.8% | -7.1% | +27.9% | +22.6% |
| 30D | +33.8% | -2.8% | +36.6% | +34.4% |
| 3M | +17.8% | +6.3% | +11.5% | +16.0% |
| 6M | -25.7% | +9.6% | -35.4% | -27.5% |
| YTD | -57.9% | +25.6% | -83.5% | -60.5% |
| 1Y | -63.8% | +29.7% | -93.5% | -66.4% |
| 3Y | -75.0% | +147.6% | -222.6% | -81.9% |
| 5Y | -82.5% | +160.1% | -242.7% | -87.7% |
| All | +520.1% | +259.9% | +260.2% | +352.2% |
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