-72.2%
TTD vs PSX
+101.0%
-173.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | +6.3% | +4.5% | +1.8% | +5.6% |
| 30D | -23.9% | +26.6% | -50.5% | -26.8% |
| 3M | -31.4% | +39.3% | -70.6% | -35.5% |
| 6M | -42.7% | +56.8% | -99.5% | -47.7% |
| YTD | -62.0% | +101.8% | -163.8% | -66.8% |
| 1Y | -72.2% | +99.6% | -171.8% | -75.7% |
| All | -72.2% | +101.0% | -173.3% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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