+329.6%
TTD vs PTC
+349.1%
-19.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +5.2% | -0.2% | +5.4% | +5.4% |
| 30D | +6.9% | +0.8% | +6.2% | +6.3% |
| 3M | -26.8% | +32.1% | -58.9% | -44.4% |
| 6M | -46.1% | +42.6% | -88.8% | -62.4% |
| YTD | -65.9% | +12.0% | -77.9% | -71.1% |
| 1Y | -71.8% | +12.2% | -84.0% | -76.2% |
| 3Y | -83.3% | +31.2% | -114.5% | -88.4% |
| 5Y | -81.1% | +54.9% | -136.0% | -88.1% |
| 10Y | +441.7% | +343.1% | +98.5% | +95.9% |
| All | +329.6% | +349.1% | -19.5% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling