+150.9%
GE vs TTD
+349.7%
-198.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.6% |
| 7D | +7.1% | +5.2% | +1.9% | +6.5% |
| 30D | +6.5% | +6.9% | -0.5% | +5.6% |
| 3M | -13.6% | -26.8% | +13.3% | -11.1% |
| 6M | +6.0% | -46.1% | +52.1% | +12.3% |
| YTD | +5.4% | -65.9% | +71.3% | +16.7% |
| 1Y | +6.5% | -71.8% | +78.3% | +20.4% |
| 3Y | +268.6% | -83.3% | +351.9% | +322.5% |
| 5Y | +389.0% | -81.1% | +470.2% | +426.3% |
| 10Y | +163.3% | +441.7% | -278.4% | +121.3% |
| All | +150.9% | +349.7% | -198.9% | +112.4% |
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 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