+379.4%
TTD vs PWR
+2,445.1%
-2,065.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.7% |
| 7D | +6.3% | +3.6% | +2.7% | +4.7% |
| 30D | -23.9% | -8.6% | -15.3% | -21.2% |
| 3M | -31.4% | -13.2% | -18.2% | -28.9% |
| 6M | -42.7% | +9.9% | -52.6% | -49.2% |
| YTD | -62.0% | +48.0% | -110.0% | -71.7% |
| 1Y | -72.2% | +66.2% | -138.4% | -81.0% |
| 3Y | -81.9% | +195.1% | -277.1% | -91.5% |
| 5Y | -81.5% | +442.6% | -524.1% | -93.9% |
| All | +379.4% | +2,445.1% | -2,065.7% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling