-64.7%
TTD vs PPL
-1.7%
-63.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.4% |
| 7D | +20.8% | -2.2% | +23.0% | +19.7% |
| 30D | +27.1% | +1.7% | +25.4% | +28.0% |
| 3M | +14.7% | +0.1% | +14.6% | +14.3% |
| 6M | -26.8% | -1.5% | -25.3% | -26.4% |
| YTD | -59.2% | +3.0% | -62.2% | -59.0% |
| 1Y | -64.7% | -1.4% | -63.2% | -65.0% |
| All | -64.7% | -1.7% | -63.0% | -65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling