-26.8%
TTD vs PNR
-9.3%
-17.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.6% |
| 7D | +20.8% | -2.3% | +23.1% | +21.6% |
| 30D | +27.1% | +29.3% | -2.2% | +18.4% |
| 3M | +14.7% | +4.1% | +10.6% | +13.6% |
| 6M | -26.8% | -8.6% | -18.2% | -27.2% |
| All | -26.8% | -9.3% | -17.5% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling