+396.0%
TTD vs PM
+220.7%
+175.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -2.4% | +17.9% | +16.0% |
| 7D | +19.0% | -7.3% | +26.2% | +20.7% |
| 30D | +23.6% | -4.0% | +27.6% | +24.4% |
| 3M | +8.2% | +2.7% | +5.4% | +7.3% |
| 6M | -35.3% | +14.9% | -50.2% | -37.6% |
| YTD | -60.7% | +23.5% | -84.2% | -63.0% |
| 1Y | -65.3% | +30.4% | -95.6% | -67.8% |
| 3Y | -80.6% | +143.2% | -223.8% | -85.8% |
| 5Y | -84.6% | +159.5% | -244.1% | -89.1% |
| 10Y | +550.5% | +234.7% | +315.9% | +348.7% |
| All | +396.0% | +220.7% | +175.3% | +276.7% |
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