-72.0%
TTD vs PPL
+1.0%
-73.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | +3.7% | +1.8% | +1.9% | +4.4% |
| 30D | +10.4% | +8.4% | +2.0% | +14.2% |
| 3M | -31.6% | +2.4% | -34.0% | -30.7% |
| 6M | -45.1% | -4.0% | -41.2% | -45.2% |
| YTD | -65.1% | +4.5% | -69.6% | -64.7% |
| 1Y | -72.0% | +1.7% | -73.7% | -71.3% |
| All | -72.0% | +1.0% | -73.0% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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