+500.3%
TTD vs PPL
+65.0%
+435.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +20.8% | -2.2% | +23.0% | +21.6% |
| 30D | +27.1% | +1.7% | +25.4% | +26.3% |
| 3M | +14.7% | +0.1% | +14.6% | +14.5% |
| 6M | -26.8% | -1.5% | -25.3% | -26.9% |
| YTD | -59.2% | +3.0% | -62.2% | -60.2% |
| 1Y | -64.7% | -1.4% | -63.2% | -64.9% |
| 3Y | -75.8% | +53.5% | -129.3% | -80.4% |
| 5Y | -84.6% | +46.4% | -131.0% | -87.2% |
| All | +500.3% | +65.0% | +435.3% | +436.6% |
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