+464.6%
TTD vs PPL
+62.0%
+402.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +5.2% | +0.4% | +4.8% | +5.0% |
| 30D | +6.9% | +5.4% | +1.5% | +5.0% |
| 3M | -26.8% | +4.3% | -31.1% | -28.1% |
| 6M | -46.1% | -1.3% | -44.8% | -46.2% |
| YTD | -65.9% | +4.7% | -70.6% | -66.9% |
| 1Y | -71.8% | +1.3% | -73.1% | -72.3% |
| 3Y | -83.3% | +57.2% | -140.5% | -86.6% |
| 5Y | -81.1% | +48.2% | -129.4% | -84.4% |
| All | +464.6% | +62.0% | +402.6% | +372.6% |
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