+550.5%
TTD vs PPL
+62.1%
+488.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.3% | +15.7% | +15.6% |
| 7D | +19.0% | -1.2% | +20.2% | +19.4% |
| 30D | +23.6% | +4.2% | +19.4% | +21.8% |
| 3M | +8.2% | +1.5% | +6.7% | +7.5% |
| 6M | -35.3% | +1.0% | -36.4% | -36.0% |
| YTD | -60.7% | +4.4% | -65.1% | -61.8% |
| 1Y | -65.3% | +0.8% | -66.0% | -65.8% |
| 3Y | -80.6% | +56.5% | -137.0% | -84.4% |
| 5Y | -84.6% | +47.7% | -132.3% | -87.3% |
| 10Y | +550.5% | +64.4% | +486.1% | +468.9% |
| All | +550.5% | +62.1% | +488.4% | +468.9% |
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