-73.1%
TTD vs PNR
-33.6%
-39.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | 0.0% | -2.4% |
| 7D | -1.9% | +6.0% | -7.9% | -3.2% |
| 30D | +7.5% | +32.4% | -25.0% | +0.4% |
| 3M | -32.4% | +1.6% | -34.0% | -32.8% |
| 6M | -47.9% | -9.5% | -38.4% | -47.8% |
| YTD | -66.3% | -32.0% | -34.2% | -63.1% |
| 1Y | -73.1% | -34.4% | -38.7% | -69.9% |
| All | -73.1% | -33.6% | -39.5% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling