+508.5%
TTD vs PSX
+368.0%
+140.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +21.3% | +7.8% | +13.5% | +18.3% |
| 30D | +28.7% | -10.9% | +39.6% | +33.3% |
| 3M | +7.7% | +14.5% | -6.8% | +1.8% |
| 6M | -23.5% | +56.1% | -79.6% | -35.5% |
| YTD | -58.7% | +109.6% | -168.3% | -69.0% |
| 1Y | -63.4% | +95.5% | -158.9% | -71.9% |
| 3Y | -75.3% | +156.2% | -231.5% | -83.2% |
| 5Y | -84.4% | +310.0% | -394.4% | -91.5% |
| All | +508.5% | +368.0% | +140.4% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling