+379.4%
TTD vs PR
+91.8%
+287.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.1% |
| 7D | +6.3% | +2.9% | +3.4% | +5.9% |
| 30D | -23.9% | +18.0% | -41.9% | -25.8% |
| 3M | -31.4% | +16.9% | -48.2% | -33.2% |
| 6M | -42.7% | +28.2% | -70.9% | -45.0% |
| YTD | -62.0% | +69.3% | -131.3% | -65.1% |
| 1Y | -72.2% | +69.5% | -141.7% | -74.6% |
| 3Y | -81.9% | +81.7% | -163.6% | -83.8% |
| 5Y | -81.5% | +422.2% | -503.8% | -85.7% |
| All | +379.4% | +91.8% | +287.6% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling