-85.1%
TTD vs PWR
+411.6%
-496.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.6% |
| 7D | +21.3% | +11.3% | +10.0% | +16.7% |
| 30D | +28.7% | -8.9% | +37.6% | +31.7% |
| 3M | +7.7% | -10.5% | +18.2% | +9.8% |
| 6M | -23.5% | -22.2% | -1.3% | -18.6% |
| YTD | -58.7% | +42.7% | -101.4% | -70.5% |
| 1Y | -63.4% | +41.1% | -104.5% | -73.9% |
| 3Y | -75.3% | +242.7% | -318.0% | -91.8% |
| All | -85.1% | +411.6% | -496.7% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling