-80.8%
TTD vs PNR
-21.1%
-59.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.8% |
| 7D | -7.4% | -5.5% | -1.9% | -3.0% |
| 30D | +3.0% | -15.6% | +18.6% | +18.4% |
| 3M | -27.6% | -20.2% | -7.4% | -14.8% |
| 6M | -49.5% | -36.6% | -12.9% | -28.6% |
| YTD | -63.2% | -45.0% | -18.2% | -41.1% |
| 1Y | -69.7% | -47.4% | -22.3% | -49.8% |
| 3Y | -83.3% | -13.7% | -69.6% | -84.7% |
| 5Y | -80.8% | -20.8% | -60.0% | -80.9% |
| All | -80.8% | -21.1% | -59.7% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling