+376.4%
TTD vs PSX
+372.2%
+4.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.5% |
| 7D | -0.6% | +1.7% | -2.3% | -1.2% |
| 30D | +6.3% | +15.6% | -9.3% | +0.8% |
| 3M | -24.1% | +46.5% | -70.6% | -34.2% |
| 6M | -47.4% | +55.0% | -102.4% | -55.6% |
| YTD | -62.2% | +105.3% | -167.5% | -71.3% |
| 1Y | -68.3% | +101.6% | -169.9% | -75.9% |
| 3Y | -83.4% | +134.1% | -217.6% | -88.4% |
| 5Y | -80.3% | +368.7% | -449.0% | -89.8% |
| All | +376.4% | +372.2% | +4.2% | +117.4% |
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