+376.4%
TTD vs PNR
+64.4%
+312.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.8% |
| 7D | -0.6% | -6.0% | +5.4% | +3.9% |
| 30D | +6.3% | -14.0% | +20.3% | +18.4% |
| 3M | -24.1% | -21.7% | -2.4% | -11.1% |
| 6M | -47.4% | -37.3% | -10.2% | -28.6% |
| YTD | -62.2% | -45.1% | -17.1% | -43.6% |
| 1Y | -68.3% | -49.1% | -19.2% | -50.0% |
| 3Y | -83.4% | -14.8% | -68.6% | -83.0% |
| 5Y | -80.3% | -21.0% | -59.3% | -79.0% |
| All | +376.4% | +64.4% | +312.0% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling