-68.3%
TTD vs PSX
+103.3%
-171.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.6% |
| 7D | -0.6% | +1.7% | -2.3% | -0.9% |
| 30D | +6.3% | +15.6% | -9.3% | +3.8% |
| 3M | -24.1% | +46.5% | -70.6% | -29.0% |
| 6M | -47.4% | +55.0% | -102.4% | -51.7% |
| YTD | -62.2% | +105.3% | -167.5% | -66.7% |
| 1Y | -68.3% | +101.6% | -169.9% | -71.8% |
| All | -68.3% | +103.3% | -171.6% | -71.8% |
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