+365.8%
TTD vs PPG
+30.2%
+335.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.3% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +1.6% | -7.8% | +9.4% | +6.7% |
| 3M | -27.8% | -2.2% | -25.6% | -27.7% |
| 6M | -52.1% | +4.1% | -56.3% | -54.7% |
| YTD | -63.1% | +9.1% | -72.1% | -66.8% |
| 1Y | -73.1% | +1.0% | -74.0% | -74.6% |
| 3Y | -83.3% | -13.3% | -70.0% | -83.0% |
| 5Y | -80.6% | -19.2% | -61.4% | -79.2% |
| All | +365.8% | +30.2% | +335.5% | +268.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling