+508.5%
TTD vs PM
+264.7%
+243.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | +21.3% | +0.5% | +20.7% | +21.1% |
| 30D | +28.7% | -3.2% | +32.0% | +29.4% |
| 3M | +7.7% | +6.2% | +1.5% | +6.1% |
| 6M | -23.5% | +7.7% | -31.1% | -25.0% |
| YTD | -58.7% | +27.3% | -86.0% | -61.4% |
| 1Y | -63.4% | +32.8% | -96.2% | -66.2% |
| 3Y | -75.3% | +150.0% | -225.3% | -82.1% |
| 5Y | -84.4% | +164.2% | -248.6% | -89.0% |
| All | +508.5% | +264.7% | +243.8% | +342.5% |
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