-69.1%
TTD vs PNR
-47.4%
-21.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | -7.4% | -5.5% | -1.9% | -6.2% |
| 30D | +3.0% | -15.6% | +18.6% | +7.2% |
| 3M | -27.6% | -20.2% | -7.4% | -24.7% |
| 6M | -49.5% | -36.6% | -12.9% | -45.3% |
| YTD | -63.2% | -45.0% | -18.2% | -57.6% |
| All | -69.1% | -47.4% | -21.7% | -64.1% |
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 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