+420.9%
TTD vs PNC
+257.6%
+163.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.1% |
| 7D | +21.3% | +3.1% | +18.2% | +19.5% |
| 30D | +28.7% | +7.6% | +21.1% | +23.9% |
| 3M | +7.7% | -8.1% | +15.8% | +13.1% |
| 6M | -23.5% | +12.6% | -36.1% | -28.3% |
| YTD | -58.7% | +15.0% | -73.6% | -62.2% |
| 1Y | -63.4% | +30.4% | -93.8% | -68.9% |
| 3Y | -75.3% | +116.1% | -191.4% | -84.5% |
| 5Y | -84.4% | +37.5% | -121.8% | -87.5% |
| 10Y | +516.1% | +205.1% | +311.0% | +210.4% |
| All | +420.9% | +257.6% | +163.3% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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