+379.4%
TTD vs PSX
+364.3%
+15.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | +6.3% | +4.5% | +1.8% | +4.7% |
| 30D | -23.9% | +26.6% | -50.5% | -30.2% |
| 3M | -31.4% | +39.3% | -70.6% | -39.4% |
| 6M | -42.7% | +56.8% | -99.5% | -51.8% |
| YTD | -62.0% | +101.8% | -163.8% | -71.0% |
| 1Y | -72.2% | +99.6% | -171.8% | -78.8% |
| 3Y | -81.9% | +140.3% | -222.3% | -87.5% |
| 5Y | -81.5% | +339.3% | -420.9% | -90.2% |
| All | +379.4% | +364.3% | +15.1% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling