-83.4%
TTD vs PPG
-17.4%
-66.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -0.6% | -6.2% | +5.6% | +1.5% |
| 30D | +6.3% | -7.9% | +14.2% | +9.1% |
| 3M | -24.1% | -10.2% | -13.9% | -21.8% |
| 6M | -47.4% | +2.7% | -50.1% | -48.8% |
| YTD | -62.2% | +4.9% | -67.1% | -64.5% |
| 1Y | -68.3% | -3.2% | -65.1% | -68.9% |
| 3Y | -83.4% | -17.0% | -66.4% | -83.8% |
| All | -83.4% | -17.4% | -66.1% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling