+162.4%
GE vs TTD
+574.0%
-411.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +15.5% | -11.7% | +2.1% |
| 7D | +6.3% | +19.0% | -12.7% | +4.2% |
| 30D | +8.9% | +23.6% | -14.7% | +6.2% |
| 3M | -9.2% | +8.2% | -17.4% | -10.3% |
| 6M | +13.2% | -35.3% | +48.5% | +17.6% |
| YTD | +9.4% | -60.7% | +70.1% | +19.3% |
| 1Y | +9.8% | -65.3% | +75.1% | +21.4% |
| 3Y | +278.2% | -80.6% | +358.7% | +326.6% |
| 5Y | +396.0% | -84.6% | +480.6% | +445.4% |
| 10Y | +162.4% | +550.5% | -388.2% | +119.4% |
| All | +162.4% | +574.0% | -411.7% | +119.4% |
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