+376.4%
TTD vs PPG
+25.2%
+351.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | -0.6% | -6.2% | +5.6% | +3.4% |
| 30D | +6.3% | -7.9% | +14.2% | +11.8% |
| 3M | -24.1% | -10.2% | -13.9% | -19.7% |
| 6M | -47.4% | +2.7% | -50.1% | -49.9% |
| YTD | -62.2% | +4.9% | -67.1% | -65.2% |
| 1Y | -68.3% | -3.2% | -65.1% | -69.3% |
| 3Y | -83.4% | -17.0% | -66.4% | -82.7% |
| 5Y | -80.3% | -23.3% | -57.0% | -78.2% |
| All | +376.4% | +25.2% | +351.2% | +285.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling