+159.5%
GE vs TTD
+387.7%
-228.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.3% |
| 7D | +1.2% | +1.7% | -0.6% | +0.9% |
| 30D | -9.5% | +1.6% | -11.1% | -9.8% |
| 3M | +4.1% | -27.8% | +32.0% | +7.2% |
| 6M | +3.9% | -52.1% | +56.0% | +11.4% |
| YTD | +9.0% | -63.1% | +72.1% | +19.8% |
| 1Y | +21.9% | -73.1% | +95.0% | +38.6% |
| 3Y | +281.8% | -83.3% | +365.1% | +338.0% |
| 5Y | +436.7% | -80.6% | +517.3% | +474.8% |
| All | +159.5% | +387.7% | -228.1% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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