+508.5%
TTD vs PPL
+67.2%
+441.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.9% |
| 7D | +21.3% | -0.4% | +21.6% | +21.4% |
| 30D | +28.7% | +2.6% | +26.1% | +27.5% |
| 3M | +7.7% | +0.8% | +6.9% | +7.2% |
| 6M | -23.5% | +1.4% | -24.9% | -24.4% |
| YTD | -58.7% | +4.3% | -63.0% | -59.8% |
| 1Y | -63.4% | +0.8% | -64.2% | -64.0% |
| 3Y | -75.3% | +57.9% | -133.2% | -80.2% |
| 5Y | -84.4% | +48.3% | -132.7% | -87.1% |
| All | +508.5% | +67.2% | +441.3% | +441.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling