-70.1%
TTD vs PR
+68.0%
-138.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +1.2% |
| 7D | +5.2% | -16.4% | +21.6% | +2.5% |
| 30D | +6.9% | -1.9% | +8.8% | +6.0% |
| 3M | -26.8% | +8.0% | -34.8% | -26.3% |
| 6M | -46.1% | +4.1% | -50.2% | -45.6% |
| YTD | -65.9% | +58.7% | -124.6% | -64.1% |
| All | -70.1% | +68.0% | -138.1% | -68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling