+57.7%
GEV vs TTD
-73.2%
+130.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | -0.5% |
| 7D | +3.3% | +6.3% | -3.0% | +4.0% |
| 30D | -7.5% | -23.9% | +16.4% | -10.3% |
| 3M | -2.2% | -31.4% | +29.2% | -5.7% |
| 6M | +12.1% | -42.7% | +54.8% | +6.6% |
| YTD | +44.4% | -62.0% | +106.4% | +35.0% |
| 1Y | +57.7% | -72.2% | +129.9% | +45.7% |
| All | +57.7% | -73.2% | +130.9% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling