-80.7%
TTD vs PSX
+367.4%
-448.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.3% |
| 7D | +1.7% | +2.8% | -1.1% | +0.9% |
| 30D | +1.6% | +27.8% | -26.2% | -6.0% |
| 3M | -27.8% | +42.0% | -69.9% | -35.7% |
| 6M | -52.1% | +58.1% | -110.2% | -59.0% |
| YTD | -63.1% | +105.0% | -168.1% | -71.1% |
| 1Y | -73.1% | +104.9% | -178.0% | -79.0% |
| 3Y | -83.3% | +134.1% | -217.3% | -87.9% |
| All | -80.7% | +367.4% | -448.1% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling