-72.2%
TTD vs PNR
-43.1%
-29.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.4% |
| 7D | +6.3% | -2.4% | +8.7% | +6.9% |
| 30D | -23.9% | -12.8% | -11.1% | -21.5% |
| 3M | -31.4% | -17.0% | -14.4% | -29.4% |
| 6M | -42.7% | -37.4% | -5.2% | -37.7% |
| YTD | -62.0% | -41.6% | -20.4% | -57.4% |
| 1Y | -72.2% | -44.6% | -27.6% | -68.8% |
| All | -72.2% | -43.1% | -29.1% | -68.8% |
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