+325.6%
TTD vs PPL
+60.1%
+265.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | -1.9% | +1.0% | -3.0% | -2.3% |
| 30D | +7.5% | +6.8% | +0.6% | +5.0% |
| 3M | -32.4% | +3.9% | -36.3% | -33.5% |
| 6M | -47.9% | -2.0% | -45.9% | -47.9% |
| YTD | -66.3% | +5.3% | -71.5% | -67.3% |
| 1Y | -73.1% | +2.2% | -75.3% | -73.7% |
| 3Y | -83.8% | +56.7% | -140.5% | -87.0% |
| 5Y | -81.3% | +49.1% | -130.4% | -84.6% |
| 10Y | +436.7% | +63.6% | +373.0% | +338.2% |
| All | +325.6% | +60.1% | +265.5% | +261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling