+379.4%
TTD vs PM
+200.5%
+178.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.0% |
| 7D | +6.3% | -4.9% | +11.2% | +7.5% |
| 30D | -23.9% | -3.4% | -20.5% | -23.4% |
| 3M | -31.4% | +5.2% | -36.6% | -32.2% |
| 6M | -42.7% | +3.7% | -46.4% | -43.5% |
| YTD | -62.0% | +15.8% | -77.8% | -63.6% |
| 1Y | -72.2% | +17.4% | -89.6% | -73.6% |
| 3Y | -81.9% | +116.9% | -198.9% | -86.4% |
| 5Y | -81.5% | +117.3% | -198.9% | -86.2% |
| All | +379.4% | +200.5% | +178.9% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling