-72.2%
TTD vs PPG
+5.2%
-77.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.4% |
| 7D | +6.3% | -1.5% | +7.8% | +6.3% |
| 30D | -23.9% | -5.0% | -18.9% | -23.9% |
| 3M | -31.4% | +1.1% | -32.5% | -31.2% |
| 6M | -42.7% | -3.2% | -39.5% | -43.0% |
| YTD | -62.0% | +11.9% | -73.9% | -63.6% |
| 1Y | -72.2% | +5.3% | -77.5% | -73.5% |
| All | -72.2% | +5.2% | -77.4% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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