+558.1%
TTD vs PPL
+65.3%
+492.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +19.9% | 0.0% | +19.9% | +19.9% |
| 30D | +27.6% | +4.3% | +23.4% | +25.7% |
| 3M | +15.2% | +2.9% | +12.2% | +13.9% |
| 6M | -33.2% | +1.1% | -34.3% | -33.9% |
| YTD | -59.4% | +4.5% | -63.8% | -60.5% |
| 1Y | -64.4% | +0.1% | -64.5% | -64.8% |
| 3Y | -75.9% | +55.7% | -131.6% | -80.6% |
| 5Y | -82.6% | +47.6% | -130.2% | -85.6% |
| 10Y | +558.1% | +66.8% | +491.3% | +486.5% |
| All | +558.1% | +65.3% | +492.8% | +486.5% |
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