+364.1%
TTD vs PNR
+64.9%
+299.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.6% |
| 7D | -7.4% | -5.5% | -1.9% | -3.6% |
| 30D | +3.0% | -15.6% | +18.6% | +16.3% |
| 3M | -27.6% | -20.2% | -7.4% | -16.4% |
| 6M | -49.5% | -36.6% | -12.9% | -31.9% |
| YTD | -63.2% | -45.0% | -18.2% | -45.1% |
| 1Y | -69.7% | -47.4% | -22.3% | -53.5% |
| 3Y | -83.3% | -13.7% | -69.6% | -83.1% |
| 5Y | -80.8% | -20.8% | -60.0% | -79.6% |
| All | +364.1% | +64.9% | +299.2% | +203.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling