-82.3%
TTD vs PTC
-3.9%
-78.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.0% | +1.7% | -0.9% |
| 7D | +6.3% | -10.3% | +16.6% | +13.0% |
| 30D | -23.9% | +1.1% | -25.0% | -24.9% |
| 3M | -31.4% | +1.6% | -33.0% | -33.0% |
| 6M | -42.7% | -13.5% | -29.2% | -38.1% |
| YTD | -62.0% | -19.1% | -42.9% | -57.3% |
| 1Y | -72.2% | -33.9% | -38.3% | -64.9% |
| All | -82.3% | -3.9% | -78.4% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling