+161.3%
GE vs TTD
+401.9%
-240.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +1.6% |
| 7D | -1.6% | +6.3% | -7.9% | -2.3% |
| 30D | -11.6% | -23.9% | +12.3% | -9.3% |
| 3M | +3.0% | -31.4% | +34.4% | +6.7% |
| 6M | -0.5% | -42.7% | +42.1% | +4.2% |
| YTD | +9.7% | -62.0% | +71.7% | +20.3% |
| 1Y | +20.0% | -72.2% | +92.2% | +36.0% |
| 3Y | +275.8% | -81.9% | +357.8% | +327.3% |
| 5Y | +429.1% | -81.5% | +510.6% | +469.3% |
| All | +161.3% | +401.9% | -240.7% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling