+514.9%
GEV vs TTD
-82.2%
+597.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -2.0% |
| 7D | +3.7% | +21.3% | -17.5% | +1.3% |
| 30D | -14.7% | +28.7% | -43.4% | -17.4% |
| 3M | -23.4% | +7.7% | -31.1% | -24.4% |
| 6M | -24.3% | -23.5% | -0.9% | -22.7% |
| YTD | +23.2% | -58.7% | +81.9% | +40.2% |
| 1Y | +44.2% | -63.4% | +107.7% | +68.7% |
| All | +514.9% | -82.2% | +597.0% | +585.6% |
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