+329.6%
TTD vs PM
+225.8%
+103.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | +5.2% | -5.2% | +10.4% | +6.4% |
| 30D | +6.9% | +2.7% | +4.3% | +6.2% |
| 3M | -26.8% | +5.2% | -32.1% | -27.7% |
| 6M | -46.1% | +17.0% | -63.1% | -48.2% |
| YTD | -65.9% | +25.5% | -91.4% | -68.0% |
| 1Y | -71.8% | +35.5% | -107.3% | -74.1% |
| 3Y | -83.3% | +143.9% | -227.2% | -87.8% |
| 5Y | -81.1% | +161.8% | -243.0% | -86.7% |
| 10Y | +441.7% | +235.9% | +205.8% | +268.3% |
| All | +329.6% | +225.8% | +103.7% | +225.5% |
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 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