+325.6%
TTD vs PR
+76.4%
+249.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.5% |
| 7D | -1.9% | -16.5% | +14.6% | +0.5% |
| 30D | +7.5% | -4.5% | +12.0% | +7.9% |
| 3M | -32.4% | +8.5% | -41.0% | -33.5% |
| 6M | -47.9% | -3.3% | -44.6% | -48.1% |
| YTD | -66.3% | +55.7% | -122.0% | -68.7% |
| 1Y | -73.1% | +82.0% | -155.2% | -75.7% |
| 3Y | -83.8% | +62.5% | -146.3% | -85.2% |
| 5Y | -81.3% | +223.9% | -305.2% | -84.7% |
| 10Y | +436.7% | +64.2% | +372.4% | +330.3% |
| All | +325.6% | +76.4% | +249.2% | +243.6% |
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 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