+365.8%
TTD vs PWR
+2,504.8%
-2,139.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.3% | -5.2% | -3.9% |
| 7D | +1.7% | +4.5% | -2.8% | -0.3% |
| 30D | +1.6% | -4.9% | +6.5% | +3.3% |
| 3M | -27.8% | -7.9% | -20.0% | -27.4% |
| 6M | -52.1% | +18.3% | -70.5% | -59.0% |
| YTD | -63.1% | +51.5% | -114.6% | -72.8% |
| 1Y | -73.1% | +70.3% | -143.4% | -81.8% |
| 3Y | -83.3% | +210.6% | -293.9% | -92.4% |
| 5Y | -80.6% | +456.7% | -537.3% | -93.6% |
| All | +365.8% | +2,504.8% | -2,139.0% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling