+527.9%
TTD vs PR
+72.8%
+455.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.9% | +3.2% |
| 7D | +20.8% | -0.5% | +21.3% | +20.9% |
| 30D | +33.8% | -4.6% | +38.5% | +34.4% |
| 3M | +17.8% | +4.7% | +13.2% | +16.6% |
| 6M | -25.7% | +12.4% | -38.2% | -27.5% |
| YTD | -57.9% | +62.9% | -120.8% | -61.3% |
| 1Y | -63.8% | +70.6% | -134.4% | -67.0% |
| 3Y | -75.0% | +90.0% | -165.0% | -77.7% |
| 5Y | -82.5% | +255.5% | -338.1% | -85.9% |
| 10Y | +527.9% | +78.7% | +449.2% | +419.4% |
| All | +527.9% | +72.8% | +455.1% | +419.4% |
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