+379.4%
TTD vs PTC
+224.6%
+154.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.0% | +1.7% | +0.4% |
| 7D | +6.3% | -10.3% | +16.6% | +15.6% |
| 30D | -23.9% | +1.1% | -25.0% | -25.3% |
| 3M | -31.4% | +1.6% | -33.0% | -34.0% |
| 6M | -42.7% | -13.5% | -29.2% | -37.1% |
| YTD | -62.0% | -19.1% | -42.9% | -56.1% |
| 1Y | -72.2% | -33.9% | -38.3% | -62.5% |
| 3Y | -81.9% | -3.9% | -78.0% | -83.0% |
| 5Y | -81.5% | +6.0% | -87.6% | -83.6% |
| All | +379.4% | +224.6% | +154.8% | +135.1% |
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