-83.3%
TTD vs PWR
+221.0%
-304.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.3% | +0.1% |
| 7D | +5.2% | -12.9% | +18.1% | +6.8% |
| 30D | +6.9% | -22.8% | +29.8% | +10.4% |
| 3M | -26.8% | -19.0% | -7.8% | -25.3% |
| 6M | -46.1% | -31.1% | -15.0% | -43.1% |
| YTD | -65.9% | +28.2% | -94.2% | -71.9% |
| 1Y | -71.8% | +22.2% | -94.0% | -76.4% |
| 3Y | -83.3% | +222.1% | -305.4% | -90.9% |
| All | -83.3% | +221.0% | -304.3% | -90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling