+464.6%
TTD vs PR
+66.0%
+398.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | +5.2% | -16.4% | +21.6% | +7.8% |
| 30D | +6.9% | -1.9% | +8.8% | +6.9% |
| 3M | -26.8% | +8.0% | -34.8% | -27.9% |
| 6M | -46.1% | +4.1% | -50.2% | -46.9% |
| YTD | -65.9% | +58.7% | -124.6% | -68.5% |
| 1Y | -71.8% | +75.8% | -147.7% | -74.4% |
| 3Y | -83.3% | +73.2% | -156.5% | -84.9% |
| 5Y | -81.1% | +230.1% | -311.3% | -84.7% |
| All | +464.6% | +66.0% | +398.6% | +381.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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