+414.0%
TTD vs PNR
+99.0%
+315.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.0% |
| 7D | +20.8% | -2.3% | +23.1% | +23.0% |
| 30D | +27.1% | +29.3% | -2.2% | +4.8% |
| 3M | +14.7% | +4.1% | +10.6% | +10.3% |
| 6M | -26.8% | -8.6% | -18.2% | -24.1% |
| YTD | -59.2% | -33.6% | -25.7% | -47.4% |
| 1Y | -64.7% | -36.4% | -28.3% | -53.0% |
| 3Y | -75.8% | +15.1% | -90.9% | -80.3% |
| 5Y | -84.6% | -3.8% | -80.8% | -85.9% |
| 10Y | +507.9% | +99.7% | +408.2% | +232.7% |
| All | +414.0% | +99.0% | +315.0% | +190.4% |
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