+508.5%
TTD vs PR
+86.0%
+422.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.2% |
| 7D | +21.3% | +6.0% | +15.3% | +20.3% |
| 30D | +28.7% | -4.2% | +32.9% | +29.2% |
| 3M | +7.7% | +10.0% | -2.3% | +5.8% |
| 6M | -23.5% | +15.6% | -39.1% | -25.6% |
| YTD | -58.7% | +68.2% | -126.9% | -62.2% |
| 1Y | -63.4% | +79.2% | -142.6% | -66.8% |
| 3Y | -75.3% | +94.9% | -170.2% | -78.0% |
| 5Y | -84.4% | +272.8% | -357.1% | -87.5% |
| All | +508.5% | +86.0% | +422.5% | +400.2% |
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