-85.4%
TTD vs PWR
+348.8%
-434.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.3% | -1.4% |
| 7D | +5.2% | -12.9% | +18.1% | +9.7% |
| 30D | +6.9% | -22.8% | +29.8% | +16.4% |
| 3M | -26.8% | -19.0% | -7.8% | -22.7% |
| 6M | -46.1% | -31.1% | -15.1% | -40.2% |
| YTD | -65.9% | +28.3% | -94.2% | -74.7% |
| 1Y | -71.8% | +22.2% | -94.1% | -78.6% |
| 3Y | -83.3% | +222.2% | -305.5% | -94.5% |
| All | -85.4% | +348.8% | -434.3% | -96.7% |
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